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 | 0.70% | 2.89 CHF | 2.91 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 45'383 CHF | 45'703 CHF | 100.00% | 100.00% |
08.10.2024 | 0.72% | 2.80 CHF | 2.82 CHF | 16'000 | 16'000 | 15'968 | 15'968 | 44'256 CHF | 44'576 CHF | 100.00% | 100.00% |
07.10.2024 | 0.71% | 2.80 CHF | 2.82 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 44'695 CHF | 45'015 CHF | 100.00% | 100.00% |
04.10.2024 | 0.70% | 2.85 CHF | 2.87 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 45'435 CHF | 45'755 CHF | 99.99% | 99.99% |
03.10.2024 | 0.71% | 2.82 CHF | 2.84 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 45'089 CHF | 45'409 CHF | 100.00% | 100.00% |
02.10.2024 | 0.70% | 2.86 CHF | 2.88 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 45'563 CHF | 45'883 CHF | 99.99% | 99.99% |
01.10.2024 | 0.69% | 2.90 CHF | 2.92 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 46'553 CHF | 46'873 CHF | 100.00% | 100.00% |
30.09.2024 | 0.70% | 2.84 CHF | 2.86 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 45'323 CHF | 45'643 CHF | 100.00% | 100.00% |
27.09.2024 | 0.71% | 2.82 CHF | 2.84 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 44'938 CHF | 45'258 CHF | 100.00% | 100.00% |
26.09.2024 | 0.72% | 2.78 CHF | 2.80 CHF | 16'000 | 16'000 | 16'000 | 16'000 | 44'078 CHF | 44'398 CHF | 100.00% | 100.00% |