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 | 0.12% | 8.60 CHF | 8.61 CHF | 788'100 | 788'100 | 788'100 | 788'100 | 6'724'930 CHF | 6'732'820 CHF | 100.00% | 100.00% |
07.10.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 785'200 | 785'200 | 785'200 | 785'200 | 6'760'760 CHF | 6'768'610 CHF | 100.00% | 100.00% |
04.10.2024 | 0.12% | 8.73 CHF | 8.74 CHF | 797'900 | 797'900 | 791'416 | 791'416 | 6'818'400 CHF | 6'826'360 CHF | 99.80% | 99.80% |
03.10.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 778'800 | 778'800 | 778'800 | 778'800 | 6'659'020 CHF | 6'666'810 CHF | 99.32% | 99.32% |
02.10.2024 | 0.11% | 8.70 CHF | 8.71 CHF | 772'600 | 772'600 | 772'591 | 772'591 | 6'751'970 CHF | 6'759'690 CHF | 98.77% | 98.77% |
01.10.2024 | 0.11% | 8.76 CHF | 8.77 CHF | 758'900 | 758'900 | 758'900 | 758'900 | 6'942'090 CHF | 6'949'680 CHF | 100.00% | 100.00% |
30.09.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 740'500 | 740'500 | 740'500 | 740'500 | 6'815'290 CHF | 6'822'700 CHF | 99.52% | 99.52% |
27.09.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 767'100 | 767'100 | 767'100 | 767'100 | 7'095'570 CHF | 7'103'240 CHF | 100.00% | 100.00% |
26.09.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 805'100 | 805'100 | 805'100 | 805'100 | 7'145'950 CHF | 7'154'000 CHF | 99.99% | 99.99% |
25.09.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 794'800 | 794'800 | 794'800 | 794'800 | 6'730'140 CHF | 6'738'090 CHF | 100.00% | 100.00% |