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 | 2.84% | 0.36 CHF | 0.37 CHF | 36'000 | 36'000 | 35'882 | 35'882 | 12'536 CHF | 12'896 CHF | 100.00% | 100.00% |
07.10.2024 | 2.65% | 0.38 CHF | 0.39 CHF | 36'000 | 36'000 | 35'990 | 35'990 | 13'408 CHF | 13'768 CHF | 100.00% | 100.00% |
04.10.2024 | 2.64% | 0.37 CHF | 0.38 CHF | 36'000 | 36'000 | 35'821 | 35'821 | 13'416 CHF | 13'774 CHF | 99.69% | 99.69% |
03.10.2024 | 2.86% | 0.34 CHF | 0.35 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 12'392 CHF | 12'752 CHF | 100.00% | 100.00% |
02.10.2024 | 7.42% | 0.34 CHF | 0.35 CHF | 36'000 | 36'000 | 20'176 | 20'176 | 7'176 CHF | 7'694 CHF | 100.00% | 100.00% |
01.10.2024 | 2.51% | 0.37 CHF | 0.38 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 13'944 CHF | 14'297 CHF | 99.83% | 99.83% |
30.09.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 15'972 CHF | 16'321 CHF | 100.00% | 100.00% |
27.09.2024 | 1.99% | 0.53 CHF | 0.54 CHF | 34'000 | 34'000 | 34'099 | 34'099 | 17'030 CHF | 17'371 CHF | 100.00% | 100.00% |
26.09.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 13'999 CHF | 14'354 CHF | 100.00% | 100.00% |
25.09.2024 | 2.81% | 0.31 CHF | 0.32 CHF | 36'000 | 36'000 | 36'071 | 36'071 | 12'681 CHF | 13'042 CHF | 99.50% | 99.50% |