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 | 0.66% | 1.50 CHF | 1.51 CHF | 36'000 | 36'000 | 35'931 | 35'931 | 54'200 CHF | 54'560 CHF | 100.00% | 100.00% |
07.10.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 36'000 | 36'000 | 35'990 | 35'990 | 53'544 CHF | 53'904 CHF | 100.00% | 100.00% |
04.10.2024 | 0.67% | 1.49 CHF | 1.50 CHF | 36'000 | 36'000 | 35'821 | 35'821 | 53'289 CHF | 53'647 CHF | 99.68% | 99.68% |
03.10.2024 | 0.66% | 1.52 CHF | 1.53 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 54'644 CHF | 55'004 CHF | 100.00% | 100.00% |
02.10.2024 | 1.81% | 1.52 CHF | 1.53 CHF | 36'000 | 36'000 | 20'175 | 20'175 | 30'440 CHF | 30'959 CHF | 100.00% | 100.00% |
01.10.2024 | 0.68% | 1.50 CHF | 1.51 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 51'947 CHF | 52'301 CHF | 99.83% | 99.83% |
30.09.2024 | 0.71% | 1.41 CHF | 1.42 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 49'190 CHF | 49'539 CHF | 100.00% | 100.00% |
27.09.2024 | 0.73% | 1.34 CHF | 1.35 CHF | 34'000 | 34'000 | 34'099 | 34'099 | 46'783 CHF | 47'124 CHF | 100.00% | 100.00% |
26.09.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 52'278 CHF | 52'633 CHF | 100.00% | 100.00% |
25.09.2024 | 0.66% | 1.55 CHF | 1.56 CHF | 36'000 | 36'000 | 36'071 | 36'071 | 54'729 CHF | 55'090 CHF | 99.50% | 99.50% |