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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.10.2024 | 8.01% | 0.13 CHF | 0.14 CHF | 105'800 | 105'800 | 105'800 | 105'800 | 12'708 CHF | 13'766 CHF | 100.00% | 100.00% |
07.10.2024 | 7.49% | 0.13 CHF | 0.14 CHF | 108'300 | 108'300 | 108'269 | 108'269 | 13'935 CHF | 15'017 CHF | 100.00% | 100.00% |
04.10.2024 | 7.47% | 0.13 CHF | 0.14 CHF | 112'100 | 112'100 | 111'547 | 111'547 | 14'389 CHF | 15'504 CHF | 99.68% | 99.68% |
03.10.2024 | 8.14% | 0.12 CHF | 0.13 CHF | 108'700 | 108'700 | 108'700 | 108'700 | 12'820 CHF | 13'907 CHF | 100.00% | 100.00% |
02.10.2024 | 20.16% | 0.12 CHF | 0.13 CHF | 103'700 | 103'700 | 58'115 | 58'115 | 7'072 CHF | 8'565 CHF | 100.00% | 100.00% |
01.10.2024 | 6.99% | 0.13 CHF | 0.14 CHF | 85'100 | 85'100 | 83'500 | 83'500 | 11'576 CHF | 12'411 CHF | 99.82% | 99.82% |
30.09.2024 | 5.73% | 0.17 CHF | 0.18 CHF | 71'400 | 71'400 | 71'205 | 71'205 | 12'077 CHF | 12'789 CHF | 100.00% | 100.00% |
27.09.2024 | 5.05% | 0.21 CHF | 0.22 CHF | 85'200 | 85'200 | 85'447 | 85'447 | 16'511 CHF | 17'365 CHF | 100.00% | 100.00% |
26.09.2024 | 6.62% | 0.16 CHF | 0.17 CHF | 103'700 | 103'700 | 105'060 | 105'060 | 15'425 CHF | 16'476 CHF | 100.00% | 100.00% |
25.09.2024 | 7.41% | 0.12 CHF | 0.13 CHF | 101'200 | 101'200 | 101'400 | 101'400 | 13'223 CHF | 14'237 CHF | 99.50% | 99.50% |