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 | 1.05% | 94.50 % | 95.50 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'017 CHF | 96'017 CHF | 97.06% | 97.06% |
07.10.2024 | 1.04% | 95.80 % | 96.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'562 CHF | 96'562 CHF | 99.10% | 99.10% |
04.10.2024 | 1.05% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 94'561 CHF | 95'561 CHF | 98.05% | 98.05% |
03.10.2024 | 1.04% | 95.15 % | 96.15 % | 100'000 | 100'000 | 100'000 | 100'000 | 95'263 CHF | 96'263 CHF | 99.35% | 99.35% |
02.10.2024 | 1.02% | 97.45 % | 98.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'869 CHF | 98'869 CHF | 99.47% | 99.47% |
01.10.2024 | 1.02% | 98.05 % | 99.05 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'699 CHF | 98'699 CHF | 94.42% | 94.42% |
30.09.2024 | 1.01% | 97.90 % | 98.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'100 CHF | 99'100 CHF | 96.03% | 96.03% |
27.09.2024 | 1.01% | 98.45 % | 99.45 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'364 CHF | 99'364 CHF | 95.80% | 95.80% |
26.09.2024 | 1.02% | 98.00 % | 99.00 % | 100'000 | 100'000 | 100'000 | 100'000 | 97'967 CHF | 98'967 CHF | 99.47% | 99.47% |
25.09.2024 | 1.01% | 97.85 % | 98.85 % | 100'000 | 100'000 | 100'000 | 100'000 | 98'054 CHF | 99'054 CHF | 98.22% | 98.22% |