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 | 0.33% | 3.05 CHF | 3.06 CHF | 50'000 | 50'000 | 30'765 | 30'765 | 94'053 CHF | 94'360 CHF | 61.35% | 99.70% |
01.10.2024 | 0.31% | 3.21 CHF | 3.08 CHF | 25'000 | 25'000 | 28'598 | 28'598 | 92'015 CHF | 92'301 CHF | 2.44% | 99.91% |
30.09.2024 | 0.31% | 3.29 CHF | 3.28 CHF | 25'000 | 50'000 | 28'588 | 28'588 | 92'524 CHF | 92'809 CHF | 37.70% | 100.00% |
27.09.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'597 CHF | 78'847 CHF | 93.95% | 93.95% |
26.09.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'036 CHF | 76'286 CHF | 98.99% | 98.99% |
25.09.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'304 CHF | 77'554 CHF | 98.63% | 98.63% |
24.09.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'802 CHF | 77'052 CHF | 99.06% | 99.06% |
23.09.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'817 CHF | 76'067 CHF | 98.57% | 98.57% |
20.09.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'124 CHF | 75'374 CHF | 97.67% | 97.67% |
19.09.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 75'473 CHF | 75'723 CHF | 99.39% | 99.39% |