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 | 0.41% | 2.47 CHF | 2.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'021 CHF | 184'771 CHF | 100.00% | 100.00% |
01.10.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 75'000 | 75'000 | 72'628 | 72'628 | 182'745 CHF | 183'495 CHF | 99.77% | 99.77% |
30.09.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'828 CHF | 183'578 CHF | 100.00% | 100.00% |
27.09.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'011 CHF | 181'761 CHF | 100.00% | 100.00% |
26.09.2024 | 0.44% | 2.38 CHF | 2.39 CHF | 75'000 | 75'000 | 72'967 | 72'828 | 172'270 CHF | 172'693 CHF | 99.11% | 99.11% |
25.09.2024 | 0.45% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'069 CHF | 168'819 CHF | 99.64% | 99.64% |
24.09.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'879 CHF | 170'629 CHF | 100.00% | 100.00% |
23.09.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 168'962 CHF | 169'712 CHF | 100.00% | 100.00% |
20.09.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 166'597 CHF | 167'347 CHF | 87.60% | 87.60% |
19.09.2024 | 0.46% | 2.25 CHF | 2.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 164'325 CHF | 165'075 CHF | 99.42% | 99.42% |