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 | 0.72% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'193 CHF | 100'918 CHF | 81.29% | 81.29% |
08.10.2024 | 0.75% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'197 CHF | 100'950 CHF | 67.97% | 67.97% |
07.10.2024 | 0.79% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'208 CHF | 101'000 CHF | 31.44% | 31.44% |
04.10.2024 | 0.75% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'268 CHF | 101'025 CHF | 48.45% | 48.45% |
03.10.2024 | 0.77% | 100.20 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'189 CHF | 100'966 CHF | 73.59% | 73.59% |
02.10.2024 | 0.76% | 100.00 % | 100.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'055 CHF | 100'820 CHF | 87.34% | 87.34% |
01.10.2024 | 0.79% | 100.20 % | 100.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'203 CHF | 100'995 CHF | 62.98% | 62.98% |
30.09.2024 | 0.79% | 100.30 % | 101.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'300 CHF | 101'097 CHF | 13.85% | 13.85% |
27.09.2024 | 0.76% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'384 CHF | 101'149 CHF | 40.32% | 40.32% |
26.09.2024 | 0.77% | 100.40 % | 101.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 100'376 CHF | 101'154 CHF | 61.24% | 61.24% |