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 | 0.18% | 5.81 CHF | 5.82 CHF | 150'000 | 100'000 | 148'593 | 99'062 | 844'377 CHF | 563'910 CHF | 100.00% | 100.00% |
08.10.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 150'000 | 100'000 | 148'596 | 99'064 | 834'100 CHF | 557'058 CHF | 100.00% | 100.00% |
07.10.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 150'000 | 100'000 | 148'592 | 99'061 | 840'165 CHF | 561'101 CHF | 100.00% | 100.00% |
04.10.2024 | 0.18% | 5.72 CHF | 5.70 CHF | 300'000 | 10'000 | 148'140 | 98'750 | 833'416 CHF | 556'545 CHF | 66.50% | 100.00% |
03.10.2024 | 0.18% | 5.62 CHF | 5.59 CHF | 150'000 | 100'000 | 148'458 | 98'972 | 836'159 CHF | 558'430 CHF | 87.26% | 100.00% |
02.10.2024 | 0.17% | 5.71 CHF | 5.69 CHF | 150'000 | 100'000 | 159'393 | 106'146 | 913'203 CHF | 609'204 CHF | 67.49% | 100.00% |
01.10.2024 | 0.17% | 6.01 CHF | 5.74 CHF | 150'000 | 200'000 | 158'122 | 105'464 | 943'825 CHF | 630'570 CHF | 69.89% | 100.00% |
30.09.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 150'000 | 100'000 | 148'594 | 99'063 | 886'211 CHF | 591'799 CHF | 100.00% | 100.00% |
27.09.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 150'000 | 100'000 | 149'060 | 99'373 | 891'776 CHF | 595'512 CHF | 99.66% | 99.66% |
26.09.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 150'000 | 100'000 | 148'595 | 99'064 | 861'456 CHF | 575'296 CHF | 100.00% | 100.00% |