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 | - | 3.45 CHF | 3.37 CHF | 100'000 | 50'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
01.10.2024 | 0.30% | 3.47 CHF | 3.39 CHF | 50'000 | 100'000 | 49'401 | 49'401 | 169'014 CHF | 169'508 CHF | 78.26% | 100.00% |
30.09.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 165'172 CHF | 165'668 CHF | 100.00% | 100.00% |
27.09.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 163'906 CHF | 164'402 CHF | 100.00% | 100.00% |
26.09.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 161'214 CHF | 161'710 CHF | 99.52% | 99.52% |
25.09.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 155'396 CHF | 155'892 CHF | 100.00% | 100.00% |
24.09.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 156'630 CHF | 157'126 CHF | 100.00% | 100.00% |
23.09.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 156'011 CHF | 156'507 CHF | 100.00% | 100.00% |
20.09.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 154'568 CHF | 155'064 CHF | 100.00% | 100.00% |
19.09.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 153'056 CHF | 153'552 CHF | 100.00% | 100.00% |