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 | 0.50% | 2.00 CHF | 2.01 CHF | 35'000 | 35'000 | 35'425 | 35'425 | 71'098 CHF | 71'452 CHF | 100.00% | 100.00% |
08.10.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 36'000 | 36'000 | 35'931 | 35'931 | 73'555 CHF | 73'915 CHF | 100.00% | 100.00% |
07.10.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 36'000 | 36'000 | 35'990 | 35'990 | 72'899 CHF | 73'259 CHF | 100.00% | 100.00% |
04.10.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 36'000 | 36'000 | 35'821 | 35'821 | 72'586 CHF | 72'945 CHF | 99.69% | 99.69% |
03.10.2024 | 0.49% | 2.06 CHF | 2.07 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 74'019 CHF | 74'379 CHF | 100.00% | 100.00% |
02.10.2024 | 1.34% | 2.06 CHF | 2.07 CHF | 36'000 | 36'000 | 20'176 | 20'176 | 41'325 CHF | 41'844 CHF | 100.00% | 100.00% |
01.10.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 70'997 CHF | 71'350 CHF | 99.82% | 99.82% |
30.09.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 68'018 CHF | 68'367 CHF | 100.00% | 100.00% |
27.09.2024 | 0.52% | 1.88 CHF | 1.89 CHF | 34'000 | 34'000 | 34'099 | 34'099 | 65'166 CHF | 65'507 CHF | 100.00% | 100.00% |
26.09.2024 | 0.50% | 2.00 CHF | 2.01 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 71'434 CHF | 71'788 CHF | 100.00% | 100.00% |