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 | 0.21% | 4.95 CHF | 4.96 CHF | 108'200 | 108'200 | 106'883 | 106'883 | 516'024 CHF | 517'093 CHF | 100.00% | 100.00% |
07.10.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 106'000 | 106'000 | 112'611 | 112'611 | 554'994 CHF | 556'120 CHF | 99.25% | 99.25% |
04.10.2024 | 0.22% | 4.95 CHF | 4.96 CHF | 117'200 | 117'200 | 118'942 | 118'942 | 547'572 CHF | 548'762 CHF | 99.50% | 99.50% |
03.10.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 120'100 | 120'100 | 124'483 | 124'483 | 543'920 CHF | 545'165 CHF | 99.99% | 99.99% |
02.10.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 127'400 | 127'400 | 128'388 | 128'388 | 532'182 CHF | 533'466 CHF | 100.00% | 100.00% |
01.10.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 129'100 | 129'100 | 145'996 | 145'996 | 576'036 CHF | 577'496 CHF | 99.99% | 99.99% |
30.09.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 157'300 | 157'300 | 151'439 | 151'439 | 513'918 CHF | 515'433 CHF | 100.00% | 100.00% |
27.09.2024 | 0.28% | 3.46 CHF | 3.47 CHF | 147'500 | 147'500 | 145'884 | 145'884 | 513'637 CHF | 515'096 CHF | 100.00% | 100.00% |
26.09.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 144'900 | 144'900 | 151'786 | 151'786 | 549'711 CHF | 551'229 CHF | 100.00% | 100.00% |
25.09.2024 | 0.30% | 3.52 CHF | 3.53 CHF | 156'400 | 156'400 | 144'649 | 144'649 | 488'501 CHF | 489'948 CHF | 100.00% | 100.00% |