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 | 0.14% | 7.16 CHF | 7.17 CHF | 945'900 | 945'900 | 945'900 | 945'900 | 6'722'980 CHF | 6'732'440 CHF | 100.00% | 100.00% |
07.10.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 942'400 | 942'400 | 942'400 | 942'400 | 6'758'580 CHF | 6'768'000 CHF | 100.00% | 100.00% |
04.10.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 957'700 | 957'700 | 949'932 | 949'932 | 6'816'900 CHF | 6'826'450 CHF | 99.79% | 99.79% |
03.10.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 934'800 | 934'800 | 934'800 | 934'800 | 6'657'570 CHF | 6'666'920 CHF | 99.32% | 99.32% |
02.10.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 927'400 | 927'400 | 927'388 | 927'388 | 6'750'740 CHF | 6'760'010 CHF | 98.77% | 98.77% |
01.10.2024 | 0.13% | 7.29 CHF | 7.30 CHF | 910'800 | 910'800 | 910'800 | 910'800 | 6'939'700 CHF | 6'948'810 CHF | 100.00% | 100.00% |
30.09.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 888'800 | 888'800 | 888'800 | 888'800 | 6'813'770 CHF | 6'822'660 CHF | 99.53% | 99.53% |
27.09.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 920'700 | 920'700 | 920'700 | 920'700 | 7'093'500 CHF | 7'102'700 CHF | 100.00% | 100.00% |
26.09.2024 | 0.14% | 7.48 CHF | 7.49 CHF | 966'300 | 966'300 | 966'300 | 966'300 | 7'143'890 CHF | 7'153'550 CHF | 100.00% | 100.00% |
25.09.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 954'000 | 954'000 | 954'000 | 954'000 | 6'728'670 CHF | 6'738'210 CHF | 100.00% | 100.00% |