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 | 0.31% | 3.27 CHF | 3.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 240'834 CHF | 241'584 CHF | 100.00% | 100.00% |
08.10.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 235'870 CHF | 236'620 CHF | 100.00% | 100.00% |
07.10.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 237'627 CHF | 238'377 CHF | 100.00% | 100.00% |
04.10.2024 | 0.34% | 3.21 CHF | 3.22 CHF | 75'000 | 75'000 | 70'839 | 70'839 | 227'492 CHF | 228'242 CHF | 89.38% | 89.38% |
03.10.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 239'313 CHF | 240'063 CHF | 99.50% | 99.50% |
02.10.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 241'708 CHF | 242'458 CHF | 100.00% | 100.00% |
01.10.2024 | 0.32% | 3.27 CHF | 3.28 CHF | 75'000 | 75'000 | 72'634 | 72'634 | 238'594 CHF | 239'344 CHF | 99.99% | 99.99% |
30.09.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 240'527 CHF | 241'277 CHF | 100.00% | 100.00% |
27.09.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 238'622 CHF | 239'372 CHF | 100.00% | 100.00% |
26.09.2024 | 0.33% | 3.15 CHF | 3.16 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 227'841 CHF | 228'579 CHF | 99.11% | 99.11% |