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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.10.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 780'000 | 780'000 | 780'000 | 780'000 | 2'961'060 CHF | 2'968'860 CHF | 100.00% | 100.00% |
11.10.2024 | 0.28% | 3.71 CHF | 3.72 CHF | 810'000 | 810'000 | 810'000 | 810'000 | 2'890'260 CHF | 2'898'360 CHF | 100.00% | 100.00% |
10.10.2024 | 0.30% | 3.52 CHF | 3.53 CHF | 800'000 | 800'000 | 793'518 | 793'518 | 2'810'490 CHF | 2'818'460 CHF | 98.97% | 98.97% |
09.10.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 830'000 | 830'000 | 830'000 | 830'000 | 2'825'580 CHF | 2'833'880 CHF | 100.00% | 100.00% |
08.10.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 820'000 | 820'000 | 809'171 | 809'171 | 2'680'000 CHF | 2'688'200 CHF | 100.00% | 100.00% |
07.10.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 2'764'030 CHF | 2'772'230 CHF | 99.28% | 99.28% |
04.10.2024 | 0.30% | 3.44 CHF | 3.45 CHF | 850'000 | 850'000 | 843'071 | 843'071 | 2'841'130 CHF | 2'849'610 CHF | 99.28% | 99.28% |
03.10.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 820'000 | 820'000 | 820'000 | 820'000 | 2'721'600 CHF | 2'729'800 CHF | 98.68% | 98.68% |
02.10.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 810'000 | 810'000 | 809'945 | 809'945 | 2'789'450 CHF | 2'797'550 CHF | 98.68% | 98.68% |
01.10.2024 | 0.27% | 3.47 CHF | 3.48 CHF | 790'000 | 790'000 | 790'000 | 790'000 | 2'910'690 CHF | 2'918'590 CHF | 99.73% | 99.73% |