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 | 0.32% | 3.09 CHF | 3.10 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'459 CHF | 77'709 CHF | 99.21% | 99.21% |
07.10.2024 | 0.32% | 3.12 CHF | 3.10 CHF | 25'000 | 25'000 | 31'861 | 31'861 | 98'127 CHF | 98'446 CHF | 65.47% | 100.00% |
04.10.2024 | 0.33% | 3.07 CHF | 3.05 CHF | 25'000 | 25'000 | 26'514 | 26'514 | 80'768 CHF | 81'033 CHF | 50.57% | 100.00% |
03.10.2024 | 0.32% | 3.16 CHF | 3.05 CHF | 50'000 | 25'000 | 31'192 | 31'192 | 98'407 CHF | 98'718 CHF | 25.38% | 100.00% |
02.10.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 31'495 | 31'495 | 98'116 CHF | 98'431 CHF | 63.80% | 99.70% |
01.10.2024 | 0.30% | 3.27 CHF | 3.14 CHF | 25'000 | 25'000 | 27'441 | 27'441 | 89'919 CHF | 90'194 CHF | 2.31% | 99.90% |
30.09.2024 | 0.30% | 3.35 CHF | 3.34 CHF | 25'000 | 50'000 | 28'159 | 28'159 | 92'733 CHF | 93'014 CHF | 36.98% | 100.00% |
27.09.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'041 CHF | 80'291 CHF | 93.98% | 93.98% |
26.09.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'490 CHF | 77'740 CHF | 98.94% | 98.94% |
25.09.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 78'757 CHF | 79'007 CHF | 98.61% | 98.61% |