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 | 4.25% | 0.23 CHF | 0.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 46'014 CHF | 48'014 CHF | 100.00% | 100.00% |
08.10.2024 | 4.23% | 0.24 CHF | 0.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 46'283 CHF | 48'283 CHF | 100.00% | 100.00% |
07.10.2024 | 3.98% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 43'111 CHF | 44'861 CHF | 100.00% | 100.00% |
04.10.2024 | 3.89% | 0.25 CHF | 0.26 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 44'110 CHF | 45'860 CHF | 100.00% | 100.00% |
03.10.2024 | 3.37% | 0.26 CHF | 0.27 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 44'034 CHF | 45'534 CHF | 100.00% | 100.00% |
02.10.2024 | 2.88% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 51'369 CHF | 52'869 CHF | 100.00% | 100.00% |
01.10.2024 | 2.62% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 47'235 CHF | 48'485 CHF | 100.00% | 100.00% |
30.09.2024 | 2.73% | 0.37 CHF | 0.38 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 45'178 CHF | 46'428 CHF | 100.00% | 100.00% |
27.09.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 46'910 CHF | 48'160 CHF | 100.00% | 100.00% |
26.09.2024 | 2.76% | 0.36 CHF | 0.37 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'537 CHF | 55'037 CHF | 100.00% | 100.00% |