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 | 0.42% | 2.38 CHF | 2.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 58'991 CHF | 59'241 CHF | 99.39% | 99.39% |
08.10.2024 | 0.43% | 2.29 CHF | 2.30 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'394 CHF | 57'644 CHF | 99.20% | 99.20% |
07.10.2024 | 0.44% | 2.32 CHF | 2.29 CHF | 25'000 | 25'000 | 30'529 | 30'529 | 69'398 CHF | 69'703 CHF | 61.01% | 100.00% |
04.10.2024 | 0.44% | 2.26 CHF | 2.25 CHF | 25'000 | 25'000 | 27'149 | 27'149 | 60'938 CHF | 61'209 CHF | 51.98% | 100.00% |
03.10.2024 | 0.42% | 2.36 CHF | 2.25 CHF | 25'000 | 25'000 | 26'571 | 26'571 | 62'489 CHF | 62'755 CHF | 22.75% | 100.00% |
02.10.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 50'000 | 50'000 | 31'658 | 31'658 | 73'317 CHF | 73'634 CHF | 64.36% | 99.70% |
01.10.2024 | 0.40% | 2.46 CHF | 2.34 CHF | 25'000 | 25'000 | 29'139 | 29'139 | 72'029 CHF | 72'320 CHF | 2.50% | 99.90% |
30.09.2024 | 0.40% | 2.55 CHF | 2.54 CHF | 25'000 | 50'000 | 26'145 | 26'145 | 64'880 CHF | 65'142 CHF | 33.84% | 100.00% |
27.09.2024 | 0.42% | 2.47 CHF | 2.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 60'004 CHF | 60'254 CHF | 93.96% | 93.96% |
26.09.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'352 CHF | 57'602 CHF | 98.99% | 98.99% |