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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.10.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 171'116 CHF | 171'716 CHF | 99.66% | 99.66% |
07.10.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 172'394 CHF | 172'994 CHF | 100.00% | 100.00% |
04.10.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'178 CHF | 175'778 CHF | 100.00% | 100.00% |
03.10.2024 | 0.34% | 2.96 CHF | 2.89 CHF | 60'000 | 60'000 | 120'000 | 120'000 | 355'200 CHF | 356'400 CHF | 0.54% | 100.00% |
02.10.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 175'641 CHF | 176'241 CHF | 100.00% | 100.00% |
01.10.2024 | 0.34% | 2.98 CHF | 2.95 CHF | 60'000 | 60'000 | 103'357 | 103'357 | 303'848 CHF | 304'882 CHF | 8.40% | 100.00% |
30.09.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 180'000 | 180'000 | 115'183 | 115'183 | 335'728 CHF | 336'880 CHF | 66.64% | 100.00% |
27.09.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 173'326 CHF | 173'926 CHF | 97.30% | 97.30% |
26.09.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 170'055 CHF | 170'655 CHF | 99.57% | 99.57% |
25.09.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 162'971 CHF | 163'571 CHF | 99.90% | 99.90% |