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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25.09.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 209'638 CHF | 210'238 CHF | 100.00% | 100.00% |
24.09.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 211'501 CHF | 212'101 CHF | 100.00% | 100.00% |
23.09.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 210'226 CHF | 210'826 CHF | 100.00% | 100.00% |
20.09.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 210'523 CHF | 211'123 CHF | 100.00% | 100.00% |
19.09.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 199'538 CHF | 200'138 CHF | 98.18% | 98.18% |
18.09.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 199'389 CHF | 199'989 CHF | 100.00% | 100.00% |
12.09.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 190'875 CHF | 191'475 CHF | 100.00% | 100.00% |
11.09.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 60'000 | 60'000 | 59'946 | 59'946 | 186'789 CHF | 187'389 CHF | 99.60% | 99.60% |
10.09.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 180'902 CHF | 181'502 CHF | 99.82% | 99.82% |
09.09.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 180'496 CHF | 181'096 CHF | 100.00% | 100.00% |