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 | 0.95% | 1.03 CHF | 1.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 15'704 CHF | 15'854 CHF | 100.00% | 100.00% |
08.10.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'705 CHF | 16'855 CHF | 100.00% | 100.00% |
07.10.2024 | 0.92% | 1.07 CHF | 1.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'198 CHF | 16'348 CHF | 100.00% | 100.00% |
04.10.2024 | 0.92% | 1.08 CHF | 1.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'166 CHF | 16'316 CHF | 100.00% | 100.00% |
03.10.2024 | 0.88% | 1.13 CHF | 1.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'897 CHF | 17'047 CHF | 100.00% | 100.00% |
02.10.2024 | 0.90% | 1.13 CHF | 1.14 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'651 CHF | 16'801 CHF | 100.00% | 100.00% |
01.10.2024 | 0.94% | 1.09 CHF | 1.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 21'082 CHF | 21'282 CHF | 100.00% | 100.00% |
27.09.2024 | 1.08% | 0.88 CHF | 0.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 18'497 CHF | 18'697 CHF | 100.00% | 100.00% |
26.09.2024 | 0.93% | 1.05 CHF | 1.06 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 16'241 CHF | 16'392 CHF | 100.00% | 100.00% |
25.09.2024 | 0.86% | 1.22 CHF | 1.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 17'346 CHF | 17'496 CHF | 99.99% | 99.99% |