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 | 0.59% | 1.69 CHF | 1.70 CHF | 36'000 | 36'000 | 35'931 | 35'931 | 60'894 CHF | 61'254 CHF | 100.00% | 100.00% |
07.10.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 36'000 | 36'000 | 35'990 | 35'990 | 60'196 CHF | 60'555 CHF | 100.00% | 100.00% |
04.10.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 36'000 | 36'000 | 35'821 | 35'821 | 59'945 CHF | 60'303 CHF | 99.69% | 99.69% |
03.10.2024 | 0.59% | 1.71 CHF | 1.72 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 61'291 CHF | 61'651 CHF | 100.00% | 100.00% |
02.10.2024 | 1.62% | 1.71 CHF | 1.72 CHF | 36'000 | 36'000 | 20'176 | 20'176 | 34'181 CHF | 34'699 CHF | 100.00% | 100.00% |
01.10.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 58'522 CHF | 58'875 CHF | 99.83% | 99.83% |
30.09.2024 | 0.63% | 1.59 CHF | 1.60 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 55'650 CHF | 55'999 CHF | 100.00% | 100.00% |
27.09.2024 | 0.64% | 1.53 CHF | 1.54 CHF | 34'000 | 34'000 | 34'099 | 34'099 | 53'116 CHF | 53'457 CHF | 100.00% | 100.00% |
26.09.2024 | 0.60% | 1.64 CHF | 1.65 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 58'872 CHF | 59'227 CHF | 100.00% | 100.00% |
25.09.2024 | 0.59% | 1.74 CHF | 1.75 CHF | 36'000 | 36'000 | 36'071 | 36'071 | 61'431 CHF | 61'791 CHF | 99.50% | 99.50% |