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 | 1.30% | 0.77 CHF | 0.78 CHF | 35'000 | 35'000 | 35'425 | 35'425 | 27'044 CHF | 27'398 CHF | 100.00% | 100.00% |
08.10.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 36'000 | 36'000 | 35'924 | 35'924 | 25'964 CHF | 26'324 CHF | 100.00% | 100.00% |
07.10.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 36'000 | 36'000 | 35'990 | 35'990 | 26'814 CHF | 27'174 CHF | 100.00% | 100.00% |
04.10.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 36'000 | 36'000 | 35'821 | 35'821 | 26'768 CHF | 27'126 CHF | 99.69% | 99.69% |
03.10.2024 | 1.38% | 0.71 CHF | 0.72 CHF | 36'000 | 36'000 | 36'000 | 36'000 | 25'822 CHF | 26'182 CHF | 100.00% | 100.00% |
02.10.2024 | 3.71% | 0.71 CHF | 0.72 CHF | 36'000 | 36'000 | 20'176 | 20'176 | 14'662 CHF | 15'181 CHF | 100.00% | 100.00% |
01.10.2024 | 1.30% | 0.74 CHF | 0.75 CHF | 36'000 | 36'000 | 35'333 | 35'333 | 27'110 CHF | 27'463 CHF | 99.83% | 99.83% |
30.09.2024 | 1.20% | 0.83 CHF | 0.84 CHF | 35'000 | 35'000 | 34'907 | 34'907 | 29'011 CHF | 29'360 CHF | 100.00% | 100.00% |
27.09.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 34'000 | 34'000 | 34'099 | 34'099 | 29'738 CHF | 30'079 CHF | 100.00% | 100.00% |
26.09.2024 | 1.30% | 0.79 CHF | 0.80 CHF | 35'000 | 35'000 | 35'470 | 35'470 | 27'176 CHF | 27'531 CHF | 100.00% | 100.00% |