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 | 1.71% | 0.59 CHF | 0.60 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 46'341 CHF | 47'141 CHF | 100.00% | 100.00% |
07.10.2024 | 1.68% | 0.59 CHF | 0.60 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 47'333 CHF | 48'133 CHF | 100.00% | 100.00% |
04.10.2024 | 1.60% | 0.63 CHF | 0.64 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 49'633 CHF | 50'433 CHF | 100.00% | 100.00% |
03.10.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 42'452 CHF | 43'152 CHF | 100.00% | 100.00% |
02.10.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 70'000 | 70'000 | 70'000 | 70'000 | 43'715 CHF | 44'415 CHF | 100.00% | 100.00% |
01.10.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 53'009 CHF | 53'809 CHF | 100.00% | 100.00% |
30.09.2024 | 1.61% | 0.62 CHF | 0.63 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 49'443 CHF | 50'243 CHF | 100.00% | 100.00% |
27.09.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 48'352 CHF | 49'152 CHF | 100.00% | 100.00% |
26.09.2024 | 1.73% | 0.59 CHF | 0.60 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 51'748 CHF | 52'648 CHF | 100.00% | 100.00% |
25.09.2024 | 1.93% | 0.52 CHF | 0.53 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 46'262 CHF | 47'162 CHF | 100.00% | 100.00% |