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 | 0.29% | 3.53 CHF | 3.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 208'596 CHF | 209'196 CHF | 99.77% | 99.77% |
08.10.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 204'716 CHF | 205'316 CHF | 99.66% | 99.66% |
07.10.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 205'994 CHF | 206'594 CHF | 100.00% | 100.00% |
04.10.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 208'778 CHF | 209'378 CHF | 100.00% | 100.00% |
03.10.2024 | 0.28% | 3.51 CHF | 3.45 CHF | 60'000 | 60'000 | 120'000 | 120'000 | 421'200 CHF | 422'400 CHF | 0.55% | 100.00% |
02.10.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 209'241 CHF | 209'841 CHF | 100.00% | 100.00% |
01.10.2024 | 0.29% | 3.54 CHF | 3.51 CHF | 60'000 | 60'000 | 103'357 | 103'357 | 361'729 CHF | 362'762 CHF | 8.40% | 100.00% |
30.09.2024 | 0.29% | 3.48 CHF | 3.48 CHF | 120'000 | 60'000 | 113'363 | 113'363 | 393'866 CHF | 395'000 CHF | 64.76% | 100.00% |
27.09.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 206'858 CHF | 207'458 CHF | 97.30% | 97.30% |
26.09.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 203'655 CHF | 204'255 CHF | 99.57% | 99.57% |