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 | 2.28% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 120'067 | 100'000 | 52'034 CHF | 44'339 CHF | 99.38% | 99.38% |
08.10.2024 | 2.43% | 0.41 CHF | 0.42 CHF | 130'000 | 100'000 | 128'876 | 100'000 | 52'295 CHF | 41'592 CHF | 100.00% | 100.00% |
07.10.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 122'900 | 100'000 | 51'702 CHF | 43'096 CHF | 100.00% | 100.00% |
04.10.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 122'559 | 100'000 | 51'702 CHF | 43'211 CHF | 86.37% | 86.37% |
03.10.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 130'000 | 100'000 | 52'277 CHF | 41'213 CHF | 98.85% | 98.85% |
02.10.2024 | 2.41% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 126'578 | 100'000 | 51'833 CHF | 41'982 CHF | 100.00% | 100.00% |
01.10.2024 | 2.27% | 0.42 CHF | 0.43 CHF | 120'000 | 100'000 | 120'266 | 100'000 | 52'403 CHF | 44'589 CHF | 100.00% | 100.00% |
30.09.2024 | 2.08% | 0.48 CHF | 0.49 CHF | 110'000 | 100'000 | 109'929 | 100'000 | 52'392 CHF | 48'661 CHF | 100.00% | 100.00% |
27.09.2024 | 1.97% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 102'154 | 100'000 | 51'400 CHF | 51'356 CHF | 100.00% | 100.00% |
26.09.2024 | 2.38% | 0.45 CHF | 0.46 CHF | 120'000 | 100'000 | 120'333 | 98'199 | 52'157 CHF | 43'731 CHF | 98.68% | 98.68% |