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 | 3.97% | 0.25 CHF | 0.26 CHF | 200'000 | 100'000 | 204'039 | 100'000 | 50'382 CHF | 25'708 CHF | 99.38% | 99.38% |
08.10.2024 | 4.44% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 229'281 | 100'000 | 50'534 CHF | 23'072 CHF | 100.00% | 100.00% |
07.10.2024 | 4.17% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 214'818 | 100'000 | 50'473 CHF | 24'518 CHF | 100.00% | 100.00% |
04.10.2024 | 4.14% | 0.24 CHF | 0.25 CHF | 210'000 | 100'000 | 214'318 | 100'000 | 50'646 CHF | 24'672 CHF | 86.38% | 86.38% |
03.10.2024 | 4.50% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 232'863 | 100'000 | 50'543 CHF | 22'714 CHF | 98.85% | 98.85% |
02.10.2024 | 4.38% | 0.21 CHF | 0.22 CHF | 240'000 | 100'000 | 226'024 | 100'000 | 50'522 CHF | 23'398 CHF | 100.00% | 100.00% |
01.10.2024 | 3.93% | 0.23 CHF | 0.24 CHF | 220'000 | 100'000 | 204'971 | 100'000 | 51'210 CHF | 26'039 CHF | 100.00% | 100.00% |
30.09.2024 | 3.36% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 176'687 | 100'000 | 51'711 CHF | 30'283 CHF | 99.07% | 99.07% |
27.09.2024 | 3.10% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 163'514 | 100'000 | 51'900 CHF | 32'792 CHF | 100.00% | 100.00% |
26.09.2024 | 4.10% | 0.26 CHF | 0.27 CHF | 200'000 | 100'000 | 205'034 | 98'199 | 50'965 CHF | 25'610 CHF | 98.68% | 98.68% |