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 | 0.34% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 222'010 CHF | 222'760 CHF | 100.00% | 100.00% |
01.10.2024 | 0.35% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 72'619 | 72'619 | 219'531 CHF | 220'281 CHF | 99.38% | 99.38% |
30.09.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 220'855 CHF | 221'605 CHF | 100.00% | 100.00% |
27.09.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 218'944 CHF | 219'694 CHF | 100.00% | 100.00% |
26.09.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 208'790 CHF | 209'529 CHF | 99.11% | 99.11% |
25.09.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 205'968 CHF | 206'718 CHF | 98.51% | 98.51% |
24.09.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'785 CHF | 208'535 CHF | 100.00% | 100.00% |
23.09.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 206'910 CHF | 207'660 CHF | 100.00% | 100.00% |
20.09.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'484 CHF | 205'234 CHF | 87.60% | 87.60% |
19.09.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'343 CHF | 203'093 CHF | 99.42% | 99.42% |