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 | 1.42% | 0.70 CHF | 0.71 CHF | 80'000 | 75'000 | 79'526 | 75'000 | 55'443 CHF | 53'048 CHF | 100.00% | 100.00% |
07.10.2024 | 1.35% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'078 | 75'000 | 55'118 CHF | 55'812 CHF | 98.76% | 98.76% |
04.10.2024 | 1.32% | 0.75 CHF | 0.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 56'305 CHF | 57'055 CHF | 76.25% | 76.25% |
03.10.2024 | 1.19% | 0.78 CHF | 0.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 62'849 CHF | 63'599 CHF | 94.37% | 94.37% |
02.10.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 70'138 CHF | 70'888 CHF | 99.17% | 99.17% |
01.10.2024 | 0.99% | 0.93 CHF | 0.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 75'525 CHF | 76'275 CHF | 99.47% | 99.47% |
30.09.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 72'935 CHF | 73'685 CHF | 99.68% | 99.68% |
27.09.2024 | 1.00% | 1.01 CHF | 1.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 74'561 CHF | 75'311 CHF | 99.79% | 99.79% |
26.09.2024 | 1.07% | 0.96 CHF | 0.97 CHF | 75'000 | 75'000 | 74'271 | 73'328 | 70'645 CHF | 70'488 CHF | 92.26% | 92.26% |
25.09.2024 | 1.12% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 66'560 CHF | 67'310 CHF | 98.50% | 98.50% |