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 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 205'470 CHF | 206'220 CHF | 100.00% | 100.00% |
07.10.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 207'029 CHF | 207'779 CHF | 100.00% | 100.00% |
04.10.2024 | 0.39% | 2.81 CHF | 2.82 CHF | 75'000 | 75'000 | 70'837 | 70'837 | 198'610 CHF | 199'351 CHF | 89.33% | 89.33% |
03.10.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'914 CHF | 209'664 CHF | 99.50% | 99.50% |
02.10.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 211'134 CHF | 211'884 CHF | 100.00% | 100.00% |
01.10.2024 | 0.37% | 2.86 CHF | 2.87 CHF | 75'000 | 75'000 | 72'634 | 72'634 | 208'981 CHF | 209'731 CHF | 100.00% | 100.00% |
30.09.2024 | 0.36% | 2.80 CHF | 2.81 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 209'995 CHF | 210'745 CHF | 100.00% | 100.00% |
27.09.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 208'103 CHF | 208'853 CHF | 100.00% | 100.00% |
26.09.2024 | 0.38% | 2.75 CHF | 2.76 CHF | 75'000 | 75'000 | 72'828 | 72'828 | 198'251 CHF | 198'993 CHF | 99.11% | 99.11% |
25.09.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'256 CHF | 196'006 CHF | 99.86% | 99.86% |