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 | 2.52% | 0.40 CHF | 0.41 CHF | 35'000 | 35'000 | 35'425 | 35'425 | 13'872 CHF | 14'226 CHF | 100.00% | 100.00% |
08.10.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 36'000 | 36'000 | 35'883 | 35'883 | 12'609 CHF | 12'969 CHF | 100.00% | 100.00% |
07.10.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 36'000 | 36'000 | 35'990 | 35'990 | 13'430 CHF | 13'790 CHF | 100.00% | 100.00% |
04.10.2024 | 2.63% | 0.38 CHF | 0.39 CHF | 36'000 | 36'000 | 35'821 | 35'821 | 13'472 CHF | 13'830 CHF | 99.69% | 99.69% |
03.10.2024 | 2.85% | 0.34 CHF | 0.35 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 12'470 CHF | 12'830 CHF | 100.00% | 100.00% |
02.10.2024 | 7.40% | 0.34 CHF | 0.35 CHF | 36'000 | 36'000 | 20'176 | 20'176 | 7'191 CHF | 7'709 CHF | 100.00% | 100.00% |
01.10.2024 | 2.50% | 0.37 CHF | 0.38 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 13'986 CHF | 14'340 CHF | 99.82% | 99.82% |
30.09.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 16'039 CHF | 16'388 CHF | 100.00% | 100.00% |
27.09.2024 | 1.98% | 0.53 CHF | 0.54 CHF | 34'000 | 34'000 | 34'100 | 34'100 | 17'063 CHF | 17'404 CHF | 100.00% | 100.00% |
26.09.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 14'040 CHF | 14'395 CHF | 100.00% | 100.00% |