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 | 0.32% | 3.13 CHF | 3.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 233'802 CHF | 234'552 CHF | 100.00% | 100.00% |
01.10.2024 | 0.33% | 3.17 CHF | 3.18 CHF | 75'000 | 75'000 | 72'619 | 72'619 | 230'933 CHF | 231'683 CHF | 99.38% | 99.38% |
30.09.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 232'632 CHF | 233'382 CHF | 100.00% | 100.00% |
27.09.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 230'785 CHF | 231'535 CHF | 100.00% | 100.00% |
26.09.2024 | 0.35% | 3.05 CHF | 3.06 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 220'254 CHF | 221'000 CHF | 99.11% | 99.11% |
25.09.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 217'812 CHF | 218'562 CHF | 98.81% | 98.81% |
24.09.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 219'614 CHF | 220'364 CHF | 100.00% | 100.00% |
23.09.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 218'735 CHF | 219'485 CHF | 100.00% | 100.00% |
20.09.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 216'294 CHF | 217'044 CHF | 87.60% | 87.60% |
19.09.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 214'148 CHF | 214'898 CHF | 99.42% | 99.42% |