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 |
---|---|---|---|---|---|---|---|---|---|---|---|
09.10.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'834 CHF | 214'584 CHF | 100.00% | 100.00% |
08.10.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'870 CHF | 209'620 CHF | 100.00% | 100.00% |
07.10.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 210'627 CHF | 211'377 CHF | 100.00% | 100.00% |
04.10.2024 | 0.39% | 2.85 CHF | 2.86 CHF | 75'000 | 75'000 | 70'839 | 70'839 | 201'989 CHF | 202'739 CHF | 89.38% | 89.38% |
03.10.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 212'313 CHF | 213'063 CHF | 99.50% | 99.50% |
02.10.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'708 CHF | 215'458 CHF | 100.00% | 100.00% |
01.10.2024 | 0.36% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 72'634 | 72'634 | 212'446 CHF | 213'196 CHF | 99.99% | 99.99% |
30.09.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 213'527 CHF | 214'277 CHF | 100.00% | 100.00% |
27.09.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'622 CHF | 212'372 CHF | 100.00% | 100.00% |
26.09.2024 | 0.37% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 201'623 CHF | 202'361 CHF | 99.11% | 99.11% |