Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
09.10.2024 | 3.33% | 0.30 CHF | 0.31 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 73'835 CHF | 30'534 CHF | 99.16% | 99.16% |
08.10.2024 | 3.67% | 0.27 CHF | 0.28 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'945 CHF | 27'778 CHF | 97.84% | 97.84% |
07.10.2024 | 3.48% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 70'709 CHF | 29'284 CHF | 99.16% | 99.16% |
04.10.2024 | 3.45% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 71'262 CHF | 29'505 CHF | 99.14% | 99.14% |
03.10.2024 | 3.71% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 66'156 CHF | 27'462 CHF | 99.13% | 99.13% |
02.10.2024 | 3.62% | 0.26 CHF | 0.27 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 67'982 CHF | 28'193 CHF | 99.17% | 99.17% |
01.10.2024 | 3.31% | 0.28 CHF | 0.29 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'373 CHF | 30'749 CHF | 99.16% | 99.16% |
30.09.2024 | 2.91% | 0.34 CHF | 0.35 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 84'688 CHF | 34'875 CHF | 99.17% | 99.17% |
27.09.2024 | 2.70% | 0.39 CHF | 0.40 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 91'373 CHF | 37'549 CHF | 99.16% | 99.16% |
26.09.2024 | 3.32% | 0.31 CHF | 0.32 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 74'494 CHF | 30'798 CHF | 98.61% | 98.61% |