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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.09.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 204'674 CHF | 205'274 CHF | 100.00% | 100.00% |
25.09.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 205'207 CHF | 205'807 CHF | 100.00% | 100.00% |
24.09.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 207'070 CHF | 207'670 CHF | 100.00% | 100.00% |
23.09.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 205'782 CHF | 206'382 CHF | 100.00% | 100.00% |
20.09.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 206'088 CHF | 206'688 CHF | 100.00% | 100.00% |
19.09.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 195'093 CHF | 195'693 CHF | 98.18% | 98.18% |
18.09.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 194'989 CHF | 195'589 CHF | 100.00% | 100.00% |
12.09.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 186'399 CHF | 186'999 CHF | 100.00% | 100.00% |
11.09.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 60'000 | 60'000 | 59'946 | 59'946 | 182'372 CHF | 182'972 CHF | 99.60% | 99.60% |
10.09.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 176'501 CHF | 177'101 CHF | 99.82% | 99.82% |