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 | 2.57% | 0.39 CHF | 0.40 CHF | 130'000 | 75'000 | 135'538 | 75'000 | 52'112 CHF | 29'610 CHF | 100.00% | 100.00% |
07.10.2024 | 2.34% | 0.42 CHF | 0.43 CHF | 120'000 | 75'000 | 121'624 | 75'000 | 51'276 CHF | 32'383 CHF | 98.76% | 98.76% |
04.10.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 75'000 | 118'176 | 75'000 | 52'320 CHF | 33'981 CHF | 76.25% | 76.25% |
03.10.2024 | 1.86% | 0.48 CHF | 0.49 CHF | 110'000 | 75'000 | 97'441 | 75'000 | 51'974 CHF | 41'016 CHF | 94.36% | 94.36% |
02.10.2024 | 1.54% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 80'863 | 75'000 | 52'049 CHF | 49'045 CHF | 99.17% | 99.17% |
01.10.2024 | 1.39% | 0.64 CHF | 0.65 CHF | 80'000 | 75'000 | 76'767 | 75'000 | 54'909 CHF | 54'467 CHF | 99.24% | 99.24% |
30.09.2024 | 1.46% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 80'372 | 75'000 | 54'768 CHF | 51'880 CHF | 99.68% | 99.68% |
27.09.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 75'000 | 75'000 | 78'659 | 75'000 | 55'629 CHF | 53'811 CHF | 99.79% | 99.79% |
26.09.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 80'000 | 75'000 | 80'000 | 73'328 | 53'538 CHF | 49'819 CHF | 92.26% | 92.26% |
25.09.2024 | 1.67% | 0.62 CHF | 0.63 CHF | 90'000 | 75'000 | 88'706 | 75'000 | 52'820 CHF | 45'447 CHF | 99.56% | 99.56% |