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 | 16.14% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'990 CHF | 66'990 CHF | 100.00% | 100.00% |
07.10.2024 | 16.36% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'147 CHF | 66'147 CHF | 100.00% | 100.00% |
04.10.2024 | 16.79% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'580 CHF | 64'580 CHF | 100.00% | 100.00% |
03.10.2024 | 16.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 55'316 CHF | 65'316 CHF | 100.00% | 100.00% |
02.10.2024 | 16.86% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 54'342 CHF | 64'342 CHF | 100.00% | 100.00% |
01.10.2024 | 17.51% | 0.05 CHF | 0.06 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 52'140 CHF | 62'140 CHF | 100.00% | 100.00% |
30.09.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 55'141 CHF | 65'141 CHF | 100.00% | 100.00% |
27.09.2024 | 16.37% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 56'099 CHF | 66'099 CHF | 100.00% | 100.00% |
26.09.2024 | 15.78% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 58'380 CHF | 68'380 CHF | 100.00% | 100.00% |
25.09.2024 | 14.58% | 0.06 CHF | 0.07 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 63'575 CHF | 73'575 CHF | 100.00% | 100.00% |