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 | 0.37% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'006 CHF | 204'756 CHF | 100.00% | 100.00% |
08.10.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 199'071 CHF | 199'821 CHF | 100.00% | 100.00% |
07.10.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 200'747 CHF | 201'497 CHF | 100.00% | 100.00% |
04.10.2024 | 0.41% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 70'825 | 70'825 | 192'659 CHF | 193'409 CHF | 88.81% | 88.81% |
03.10.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 202'563 CHF | 203'313 CHF | 99.50% | 99.50% |
02.10.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 204'828 CHF | 205'578 CHF | 100.00% | 100.00% |
01.10.2024 | 0.38% | 2.78 CHF | 2.79 CHF | 75'000 | 75'000 | 72'628 | 72'628 | 202'916 CHF | 203'666 CHF | 99.75% | 99.75% |
30.09.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 203'678 CHF | 204'428 CHF | 100.00% | 100.00% |
27.09.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 201'801 CHF | 202'551 CHF | 100.00% | 100.00% |
26.09.2024 | 0.39% | 2.66 CHF | 2.67 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 192'155 CHF | 192'893 CHF | 99.11% | 99.11% |