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 | 0.53% | 1.85 CHF | 1.86 CHF | 1'456'900 | 1'456'900 | 1'456'880 | 1'456'880 | 2'734'100 CHF | 2'748'670 CHF | 98.77% | 98.77% |
01.10.2024 | 0.47% | 1.89 CHF | 1.90 CHF | 1'379'200 | 1'379'200 | 1'379'200 | 1'379'200 | 2'904'020 CHF | 2'917'810 CHF | 99.99% | 99.99% |
30.09.2024 | 0.47% | 2.12 CHF | 2.13 CHF | 1'279'400 | 1'279'400 | 1'279'400 | 1'279'400 | 2'718'980 CHF | 2'731'780 CHF | 99.53% | 99.53% |
27.09.2024 | 0.46% | 2.26 CHF | 2.27 CHF | 1'417'200 | 1'417'200 | 1'417'200 | 1'417'200 | 3'071'480 CHF | 3'085'650 CHF | 100.00% | 100.00% |
26.09.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 1'627'900 | 1'627'900 | 1'627'900 | 1'627'900 | 3'171'830 CHF | 3'188'110 CHF | 100.00% | 100.00% |
25.09.2024 | 0.58% | 1.73 CHF | 1.74 CHF | 1'565'700 | 1'565'700 | 1'565'700 | 1'565'700 | 2'712'270 CHF | 2'727'920 CHF | 100.00% | 100.00% |
24.09.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 1'675'200 | 1'675'200 | 1'675'200 | 1'675'200 | 2'969'500 CHF | 2'986'250 CHF | 98.43% | 98.43% |
23.09.2024 | 0.61% | 1.65 CHF | 1.66 CHF | 1'771'600 | 1'771'600 | 1'771'600 | 1'771'600 | 2'901'840 CHF | 2'919'550 CHF | 99.83% | 99.83% |
20.09.2024 | 0.60% | 1.59 CHF | 1.60 CHF | 1'529'200 | 1'529'200 | 1'529'200 | 1'529'200 | 2'558'540 CHF | 2'573'840 CHF | 99.53% | 99.53% |
19.09.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 1'738'300 | 1'738'300 | 1'738'300 | 1'738'300 | 3'151'200 CHF | 3'168'580 CHF | 99.12% | 99.12% |