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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.10.2024 | 0.54% | 3.85 CHF | 3.87 CHF | 79'000 | 79'000 | 79'000 | 79'000 | 290'172 CHF | 291'752 CHF | 98.75% | 98.75% |
01.10.2024 | 0.51% | 3.58 CHF | 3.60 CHF | 70'100 | 70'100 | 70'100 | 70'100 | 275'645 CHF | 277'047 CHF | 100.00% | 100.00% |
30.09.2024 | 0.53% | 3.74 CHF | 3.76 CHF | 76'800 | 76'800 | 76'800 | 76'800 | 289'018 CHF | 290'554 CHF | 100.00% | 100.00% |
27.09.2024 | 0.53% | 3.78 CHF | 3.80 CHF | 57'400 | 57'400 | 57'400 | 57'400 | 215'848 CHF | 216'996 CHF | 98.99% | 98.99% |
26.09.2024 | 0.44% | 4.53 CHF | 4.55 CHF | 66'200 | 66'200 | 66'197 | 66'197 | 298'839 CHF | 300'163 CHF | 99.35% | 99.35% |
25.09.2024 | 0.51% | 3.94 CHF | 3.96 CHF | 75'100 | 75'100 | 75'100 | 75'100 | 292'176 CHF | 293'678 CHF | 100.00% | 100.00% |
24.09.2024 | 0.52% | 3.76 CHF | 3.78 CHF | 74'400 | 74'400 | 74'400 | 74'400 | 286'215 CHF | 287'703 CHF | 100.00% | 100.00% |
23.09.2024 | 0.50% | 4.04 CHF | 4.06 CHF | 76'500 | 76'500 | 76'500 | 76'500 | 307'217 CHF | 308'747 CHF | 99.76% | 99.76% |
20.09.2024 | 0.50% | 3.93 CHF | 3.95 CHF | 76'500 | 76'500 | 76'500 | 76'500 | 303'328 CHF | 304'858 CHF | 97.16% | 97.16% |
19.09.2024 | 0.56% | 3.64 CHF | 3.66 CHF | 82'300 | 82'300 | 82'181 | 82'181 | 292'214 CHF | 293'860 CHF | 98.88% | 98.88% |