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 | 0.08% | 12.73 CHF | 12.74 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'669'950 CHF | 4'673'700 CHF | 100.00% | 100.00% |
08.10.2024 | 0.08% | 12.39 CHF | 12.40 CHF | 375'000 | 375'000 | 373'757 | 373'757 | 4'603'340 CHF | 4'607'090 CHF | 100.00% | 100.00% |
07.10.2024 | 0.08% | 12.44 CHF | 12.45 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'648'650 CHF | 4'652'400 CHF | 100.00% | 100.00% |
04.10.2024 | 0.08% | 12.53 CHF | 12.54 CHF | 375'000 | 375'000 | 371'974 | 371'974 | 4'615'870 CHF | 4'619'610 CHF | 99.79% | 99.79% |
03.10.2024 | 0.08% | 12.25 CHF | 12.26 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'625'940 CHF | 4'629'690 CHF | 99.32% | 99.32% |
02.10.2024 | 0.08% | 12.49 CHF | 12.50 CHF | 375'000 | 375'000 | 374'992 | 374'992 | 4'697'920 CHF | 4'701'670 CHF | 98.79% | 98.79% |
01.10.2024 | 0.08% | 12.54 CHF | 12.55 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'853'720 CHF | 4'857'470 CHF | 99.96% | 99.96% |
30.09.2024 | 0.08% | 13.00 CHF | 13.01 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'880'790 CHF | 4'884'540 CHF | 99.52% | 99.52% |
27.09.2024 | 0.08% | 13.22 CHF | 13.23 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'895'990 CHF | 4'899'740 CHF | 100.00% | 100.00% |
26.09.2024 | 0.08% | 12.80 CHF | 12.81 CHF | 375'000 | 375'000 | 375'000 | 375'000 | 4'757'180 CHF | 4'760'930 CHF | 100.00% | 100.00% |