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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.10.2024 | 5.88% | 0.17 CHF | 0.18 CHF | 410'000 | 410'000 | 401'262 | 401'262 | 66'355 CHF | 70'367 CHF | 100.00% | 100.00% |
01.10.2024 | 6.39% | 0.15 CHF | 0.16 CHF | 400'000 | 400'000 | 398'353 | 398'353 | 60'352 CHF | 64'336 CHF | 100.00% | 100.00% |
30.09.2024 | 6.07% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 398'448 | 398'448 | 63'637 CHF | 67'621 CHF | 100.00% | 100.00% |
27.09.2024 | 5.70% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 398'682 | 398'682 | 68'017 CHF | 72'004 CHF | 100.00% | 100.00% |
26.09.2024 | 5.70% | 0.17 CHF | 0.18 CHF | 400'000 | 400'000 | 398'350 | 398'350 | 67'939 CHF | 71'922 CHF | 100.00% | 100.00% |
25.09.2024 | 6.24% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 398'358 | 398'358 | 61'866 CHF | 65'849 CHF | 100.00% | 100.00% |
24.09.2024 | 5.73% | 0.16 CHF | 0.17 CHF | 400'000 | 400'000 | 398'702 | 398'702 | 67'697 CHF | 71'684 CHF | 100.00% | 100.00% |
23.09.2024 | 7.72% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 361'134 | 361'134 | 61'108 CHF | 65'464 CHF | 100.00% | 100.00% |
20.09.2024 | 5.24% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 399'007 | 399'007 | 74'191 CHF | 78'181 CHF | 100.00% | 100.00% |
19.09.2024 | 4.74% | 0.20 CHF | 0.21 CHF | 410'000 | 410'000 | 408'273 | 408'273 | 84'295 CHF | 88'377 CHF | 97.98% | 97.98% |