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 | 0.57% | 1.74 CHF | 1.75 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 44'027 CHF | 44'277 CHF | 99.38% | 99.38% |
08.10.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 45'675 CHF | 45'925 CHF | 99.19% | 99.19% |
07.10.2024 | 0.54% | 1.84 CHF | 1.81 CHF | 25'000 | 25'000 | 29'176 | 29'176 | 54'036 CHF | 54'328 CHF | 57.05% | 100.00% |
04.10.2024 | 0.53% | 1.88 CHF | 1.88 CHF | 25'000 | 25'000 | 32'227 | 32'227 | 60'588 CHF | 60'910 CHF | 66.83% | 100.00% |
03.10.2024 | 0.56% | 1.89 CHF | 1.78 CHF | 25'000 | 50'000 | 30'201 | 30'201 | 53'664 CHF | 53'966 CHF | 25.18% | 100.00% |
02.10.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 50'000 | 50'000 | 33'012 | 33'012 | 59'520 CHF | 59'850 CHF | 69.48% | 99.70% |
01.10.2024 | 0.60% | 1.78 CHF | 1.68 CHF | 25'000 | 25'000 | 25'778 | 25'778 | 42'819 CHF | 43'077 CHF | 2.16% | 99.90% |
30.09.2024 | 0.60% | 1.63 CHF | 1.60 CHF | 50'000 | 25'000 | 25'978 | 25'978 | 43'219 CHF | 43'479 CHF | 33.63% | 100.00% |
27.09.2024 | 0.57% | 1.67 CHF | 1.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 43'606 CHF | 43'856 CHF | 93.97% | 93.97% |
26.09.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 46'763 CHF | 47'013 CHF | 98.99% | 98.99% |