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 | 0.38% | 2.69 CHF | 2.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'749 CHF | 198'499 CHF | 100.00% | 100.00% |
08.10.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'763 CHF | 193'513 CHF | 100.00% | 100.00% |
07.10.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'493 CHF | 195'243 CHF | 100.00% | 100.00% |
04.10.2024 | 0.42% | 2.64 CHF | 2.65 CHF | 75'000 | 75'000 | 70'847 | 70'847 | 186'743 CHF | 187'493 CHF | 89.36% | 89.36% |
03.10.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'229 CHF | 196'979 CHF | 99.50% | 99.50% |
02.10.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 198'552 CHF | 199'302 CHF | 100.00% | 100.00% |
01.10.2024 | 0.39% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 72'619 | 72'619 | 196'802 CHF | 197'552 CHF | 99.38% | 99.38% |
30.09.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 197'382 CHF | 198'132 CHF | 100.00% | 100.00% |
27.09.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'535 CHF | 196'285 CHF | 100.00% | 100.00% |
26.09.2024 | 0.41% | 2.58 CHF | 2.59 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 186'025 CHF | 186'770 CHF | 99.11% | 99.11% |