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 | 3.91% | 0.68 CHF | 0.69 CHF | 36'000 | 36'000 | 20'176 | 20'176 | 13'920 CHF | 14'438 CHF | 100.00% | 100.00% |
01.10.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 25'811 CHF | 26'164 CHF | 99.83% | 99.83% |
30.09.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 27'713 CHF | 28'062 CHF | 100.00% | 100.00% |
27.09.2024 | 1.19% | 0.87 CHF | 0.88 CHF | 34'000 | 34'000 | 34'099 | 34'099 | 28'456 CHF | 28'797 CHF | 100.00% | 100.00% |
26.09.2024 | 1.36% | 0.75 CHF | 0.76 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 25'894 CHF | 26'249 CHF | 100.00% | 100.00% |
25.09.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 36'000 | 36'000 | 36'071 | 36'071 | 24'828 CHF | 25'189 CHF | 99.50% | 99.50% |
24.09.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 36'000 | 36'000 | 35'670 | 35'670 | 25'584 CHF | 25'940 CHF | 99.46% | 99.46% |
23.09.2024 | 1.45% | 0.70 CHF | 0.71 CHF | 36'000 | 36'000 | 36'015 | 36'015 | 24'713 CHF | 25'073 CHF | 100.00% | 100.00% |
20.09.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 26'668 CHF | 27'018 CHF | 100.00% | 100.00% |
19.09.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 27'800 CHF | 28'150 CHF | 97.77% | 97.77% |