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 | 0.42% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 179'571 CHF | 180'321 CHF | 100.00% | 100.00% |
07.10.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 181'178 CHF | 181'928 CHF | 100.00% | 100.00% |
04.10.2024 | 0.44% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 70'839 | 70'839 | 174'146 CHF | 174'887 CHF | 89.38% | 89.38% |
03.10.2024 | 0.41% | 2.45 CHF | 2.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 183'017 CHF | 183'767 CHF | 99.50% | 99.50% |
02.10.2024 | 0.40% | 2.48 CHF | 2.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 185'260 CHF | 186'010 CHF | 100.00% | 100.00% |
01.10.2024 | 0.42% | 2.52 CHF | 2.53 CHF | 75'000 | 75'000 | 72'599 | 72'599 | 183'925 CHF | 184'674 CHF | 98.54% | 98.54% |
30.09.2024 | 0.41% | 2.46 CHF | 2.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 184'178 CHF | 184'928 CHF | 100.00% | 100.00% |
27.09.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 182'301 CHF | 183'051 CHF | 100.00% | 100.00% |
26.09.2024 | 0.44% | 2.40 CHF | 2.41 CHF | 75'000 | 75'000 | 72'967 | 72'828 | 173'539 CHF | 173'957 CHF | 99.11% | 99.11% |
25.09.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 169'315 CHF | 170'065 CHF | 99.63% | 99.63% |