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 | 0.39% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 191'219 CHF | 191'969 CHF | 100.00% | 100.00% |
07.10.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 192'865 CHF | 193'615 CHF | 100.00% | 100.00% |
04.10.2024 | 0.42% | 2.62 CHF | 2.63 CHF | 75'000 | 75'000 | 70'839 | 70'839 | 185'257 CHF | 186'007 CHF | 89.38% | 89.38% |
03.10.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 194'729 CHF | 195'479 CHF | 99.50% | 99.50% |
02.10.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 196'944 CHF | 197'694 CHF | 100.00% | 100.00% |
01.10.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 75'000 | 75'000 | 72'631 | 72'631 | 195'273 CHF | 196'018 CHF | 99.90% | 99.90% |
30.09.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 195'882 CHF | 196'632 CHF | 100.00% | 100.00% |
27.09.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 193'951 CHF | 194'701 CHF | 100.00% | 100.00% |
26.09.2024 | 0.41% | 2.56 CHF | 2.57 CHF | 75'000 | 75'000 | 72'965 | 72'828 | 184'831 CHF | 185'235 CHF | 99.11% | 99.11% |
25.09.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'006 CHF | 181'756 CHF | 99.86% | 99.86% |