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 | 0.61% | 3.33 CHF | 3.35 CHF | 7'800 | 7'800 | 7'800 | 7'800 | 25'649 CHF | 25'805 CHF | 100.00% | 100.00% |
07.10.2024 | 0.59% | 3.41 CHF | 3.43 CHF | 7'900 | 7'900 | 7'898 | 7'898 | 26'824 CHF | 26'982 CHF | 100.00% | 100.00% |
04.10.2024 | 0.59% | 3.40 CHF | 3.42 CHF | 8'000 | 8'000 | 7'964 | 7'964 | 27'104 CHF | 27'263 CHF | 99.69% | 99.69% |
03.10.2024 | 0.61% | 3.25 CHF | 3.27 CHF | 7'900 | 7'900 | 7'900 | 7'900 | 25'772 CHF | 25'930 CHF | 99.99% | 99.99% |
02.10.2024 | 1.65% | 3.24 CHF | 3.26 CHF | 7'800 | 7'800 | 4'372 | 4'372 | 14'459 CHF | 14'684 CHF | 100.00% | 100.00% |
01.10.2024 | 0.86% | 3.36 CHF | 3.39 CHF | 7'200 | 7'200 | 7'067 | 7'067 | 24'698 CHF | 24'910 CHF | 99.81% | 99.81% |
30.09.2024 | 0.78% | 3.84 CHF | 3.87 CHF | 6'600 | 6'600 | 6'581 | 6'581 | 25'208 CHF | 25'406 CHF | 100.00% | 100.00% |
27.09.2024 | 0.74% | 4.23 CHF | 4.26 CHF | 7'000 | 7'000 | 7'020 | 7'020 | 28'496 CHF | 28'707 CHF | 100.00% | 100.00% |
26.09.2024 | 0.56% | 3.63 CHF | 3.65 CHF | 7'800 | 7'800 | 7'894 | 7'894 | 27'980 CHF | 28'138 CHF | 100.00% | 100.00% |
25.09.2024 | 0.60% | 3.16 CHF | 3.18 CHF | 7'800 | 7'800 | 7'814 | 7'814 | 26'116 CHF | 26'272 CHF | 99.51% | 99.51% |