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 | 0.39% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'271 CHF | 193'021 CHF | 100.00% | 100.00% |
01.10.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 72'628 | 72'628 | 190'728 CHF | 191'478 CHF | 99.76% | 99.76% |
30.09.2024 | 0.39% | 2.55 CHF | 2.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'078 CHF | 191'828 CHF | 100.00% | 100.00% |
27.09.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 189'261 CHF | 190'011 CHF | 100.00% | 100.00% |
26.09.2024 | 0.42% | 2.49 CHF | 2.50 CHF | 75'000 | 75'000 | 72'967 | 72'828 | 180'298 CHF | 180'705 CHF | 99.11% | 99.11% |
25.09.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 176'319 CHF | 177'069 CHF | 99.64% | 99.64% |
24.09.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 178'180 CHF | 178'930 CHF | 100.00% | 100.00% |
23.09.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 177'212 CHF | 177'962 CHF | 100.00% | 100.00% |
20.09.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 174'847 CHF | 175'597 CHF | 87.60% | 87.60% |
19.09.2024 | 0.43% | 2.36 CHF | 2.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 172'693 CHF | 173'443 CHF | 99.42% | 99.42% |