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 | 28.54% | 0.03 CHF | 0.04 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 15'026 CHF | 3'004 CHF | 100.00% | 100.00% |
07.10.2024 | 23.31% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 19'145 CHF | 3'622 CHF | 98.76% | 98.76% |
04.10.2024 | 21.65% | 0.04 CHF | 0.05 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 20'711 CHF | 3'857 CHF | 64.48% | 64.48% |
03.10.2024 | 13.97% | 0.05 CHF | 0.06 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 34'519 CHF | 5'928 CHF | 88.18% | 88.18% |
02.10.2024 | 9.35% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 490'485 | 75'000 | 50'014 CHF | 8'409 CHF | 99.17% | 99.17% |
01.10.2024 | 7.74% | 0.10 CHF | 0.11 CHF | 500'000 | 75'000 | 406'329 | 75'000 | 50'486 CHF | 10'171 CHF | 99.47% | 99.47% |
30.09.2024 | 8.33% | 0.12 CHF | 0.13 CHF | 420'000 | 75'000 | 437'444 | 75'000 | 50'339 CHF | 9'416 CHF | 99.68% | 99.68% |
27.09.2024 | 7.72% | 0.13 CHF | 0.14 CHF | 390'000 | 75'000 | 406'143 | 75'000 | 50'560 CHF | 10'105 CHF | 99.79% | 99.79% |
26.09.2024 | 8.81% | 0.11 CHF | 0.12 CHF | 460'000 | 75'000 | 453'589 | 73'328 | 50'517 CHF | 8'939 CHF | 92.26% | 92.26% |
25.09.2024 | 11.29% | 0.09 CHF | 0.10 CHF | 500'000 | 75'000 | 500'000 | 75'000 | 42'123 CHF | 7'068 CHF | 71.97% | 71.97% |