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 | 0.54% | 1.84 CHF | 1.85 CHF | 50'000 | 50'000 | 32'701 | 32'701 | 60'295 CHF | 60'622 CHF | 68.24% | 99.70% |
01.10.2024 | 0.50% | 1.99 CHF | 1.87 CHF | 25'000 | 25'000 | 27'833 | 27'833 | 55'611 CHF | 55'890 CHF | 2.35% | 99.90% |
30.09.2024 | 0.50% | 2.07 CHF | 2.06 CHF | 25'000 | 50'000 | 27'070 | 27'070 | 54'379 CHF | 54'649 CHF | 35.21% | 100.00% |
27.09.2024 | 0.52% | 2.00 CHF | 2.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 48'122 CHF | 48'372 CHF | 92.59% | 92.59% |
26.09.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'402 CHF | 45'652 CHF | 98.99% | 98.99% |
25.09.2024 | 0.54% | 1.87 CHF | 1.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'601 CHF | 46'851 CHF | 98.61% | 98.61% |
24.09.2024 | 0.54% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'249 CHF | 46'499 CHF | 99.06% | 99.06% |
23.09.2024 | 0.55% | 1.83 CHF | 1.84 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'244 CHF | 45'494 CHF | 98.59% | 98.59% |
20.09.2024 | 0.56% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'495 CHF | 44'745 CHF | 97.66% | 97.66% |
19.09.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'917 CHF | 45'167 CHF | 99.39% | 99.39% |