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 | 1.10% | 1.85 CHF | 1.87 CHF | 8'400 | 8'400 | 8'485 | 8'485 | 15'390 CHF | 15'560 CHF | 100.00% | 100.00% |
08.10.2024 | 1.21% | 1.68 CHF | 1.70 CHF | 8'100 | 8'100 | 8'100 | 8'100 | 13'323 CHF | 13'485 CHF | 100.00% | 100.00% |
07.10.2024 | 1.14% | 1.76 CHF | 1.78 CHF | 8'300 | 8'300 | 8'298 | 8'298 | 14'459 CHF | 14'625 CHF | 100.00% | 100.00% |
04.10.2024 | 1.14% | 1.75 CHF | 1.77 CHF | 8'600 | 8'600 | 8'546 | 8'546 | 14'933 CHF | 15'104 CHF | 99.68% | 99.68% |
03.10.2024 | 1.23% | 1.61 CHF | 1.63 CHF | 8'300 | 8'300 | 8'300 | 8'300 | 13'463 CHF | 13'629 CHF | 100.00% | 100.00% |
02.10.2024 | 3.25% | 1.60 CHF | 1.62 CHF | 7'900 | 7'900 | 4'427 | 4'427 | 7'357 CHF | 7'585 CHF | 100.00% | 100.00% |
01.10.2024 | 1.61% | 1.71 CHF | 1.74 CHF | 6'500 | 6'500 | 6'367 | 6'367 | 11'810 CHF | 12'001 CHF | 99.80% | 99.80% |
30.09.2024 | 1.35% | 2.22 CHF | 2.25 CHF | 5'500 | 5'500 | 5'481 | 5'481 | 12'103 CHF | 12'267 CHF | 100.00% | 100.00% |
27.09.2024 | 1.21% | 2.65 CHF | 2.68 CHF | 6'500 | 6'500 | 6'520 | 6'520 | 16'139 CHF | 16'335 CHF | 100.00% | 100.00% |
26.09.2024 | 1.02% | 2.03 CHF | 2.05 CHF | 7'900 | 7'900 | 8'041 | 8'041 | 15'671 CHF | 15'832 CHF | 100.00% | 100.00% |