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 | 0.30% | 33.85 CHF | 33.95 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 428'271 CHF | 429'571 CHF | 100.00% | 100.00% |
08.10.2024 | 0.31% | 33.60 CHF | 33.70 CHF | 13'400 | 13'400 | 13'400 | 13'400 | 437'667 CHF | 439'007 CHF | 99.83% | 99.83% |
07.10.2024 | 0.31% | 32.10 CHF | 32.20 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 416'888 CHF | 418'188 CHF | 100.00% | 100.00% |
04.10.2024 | 0.31% | 33.55 CHF | 33.65 CHF | 13'600 | 13'600 | 13'600 | 13'600 | 434'716 CHF | 436'076 CHF | 99.83% | 99.83% |
03.10.2024 | 0.33% | 30.40 CHF | 30.50 CHF | 13'700 | 13'700 | 13'700 | 13'700 | 417'001 CHF | 418'371 CHF | 99.33% | 99.33% |
02.10.2024 | 0.34% | 30.50 CHF | 30.60 CHF | 14'500 | 14'500 | 14'500 | 14'500 | 429'262 CHF | 430'712 CHF | 98.75% | 98.75% |
01.10.2024 | 0.32% | 29.15 CHF | 29.25 CHF | 13'500 | 13'500 | 13'500 | 13'500 | 418'078 CHF | 419'428 CHF | 99.99% | 99.99% |
30.09.2024 | 0.33% | 29.95 CHF | 30.05 CHF | 14'300 | 14'300 | 14'300 | 14'300 | 430'072 CHF | 431'502 CHF | 100.00% | 100.00% |
27.09.2024 | 0.33% | 30.10 CHF | 30.20 CHF | 12'200 | 12'200 | 12'200 | 12'200 | 365'693 CHF | 366'913 CHF | 98.99% | 98.99% |
26.09.2024 | 0.30% | 33.35 CHF | 33.45 CHF | 13'300 | 13'300 | 13'300 | 13'300 | 443'006 CHF | 444'336 CHF | 99.35% | 99.35% |