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 | 0.17% | 6.33 CHF | 6.34 CHF | 593'300 | 593'300 | 593'300 | 593'300 | 3'546'640 CHF | 3'552'580 CHF | 100.00% | 100.00% |
08.10.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 584'600 | 584'600 | 584'600 | 584'600 | 3'388'680 CHF | 3'394'530 CHF | 100.00% | 100.00% |
07.10.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 579'600 | 579'600 | 579'600 | 579'600 | 3'423'470 CHF | 3'429'270 CHF | 100.00% | 100.00% |
04.10.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 601'500 | 601'500 | 596'609 | 596'609 | 3'527'090 CHF | 3'533'090 CHF | 99.80% | 99.80% |
03.10.2024 | 0.17% | 5.71 CHF | 5.72 CHF | 567'900 | 567'900 | 567'900 | 567'900 | 3'311'770 CHF | 3'317'450 CHF | 99.29% | 99.29% |
02.10.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 557'500 | 557'500 | 557'493 | 557'493 | 3'404'490 CHF | 3'410'070 CHF | 98.77% | 98.77% |
01.10.2024 | 0.15% | 6.14 CHF | 6.15 CHF | 534'300 | 534'300 | 534'300 | 534'300 | 3'574'540 CHF | 3'579'890 CHF | 99.98% | 99.98% |
30.09.2024 | 0.15% | 6.74 CHF | 6.75 CHF | 504'200 | 504'200 | 504'200 | 504'200 | 3'401'660 CHF | 3'406'710 CHF | 99.53% | 99.53% |
27.09.2024 | 0.15% | 7.08 CHF | 7.09 CHF | 546'500 | 546'500 | 546'500 | 546'500 | 3'739'410 CHF | 3'744'880 CHF | 100.00% | 100.00% |
26.09.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 609'600 | 609'600 | 609'600 | 609'600 | 3'831'780 CHF | 3'837'870 CHF | 100.00% | 100.00% |