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 | 0.38% | 2.67 CHF | 2.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 158'226 CHF | 158'826 CHF | 100.00% | 100.00% |
25.09.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 158'691 CHF | 159'291 CHF | 100.00% | 100.00% |
24.09.2024 | 0.37% | 2.67 CHF | 2.68 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'628 CHF | 161'228 CHF | 100.00% | 100.00% |
23.09.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'170 CHF | 159'770 CHF | 100.00% | 100.00% |
20.09.2024 | 0.38% | 2.69 CHF | 2.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'587 CHF | 160'187 CHF | 100.00% | 100.00% |
19.09.2024 | 0.40% | 2.53 CHF | 2.54 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 148'689 CHF | 149'289 CHF | 98.18% | 98.18% |
18.09.2024 | 0.40% | 2.40 CHF | 2.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 148'753 CHF | 149'353 CHF | 100.00% | 100.00% |
12.09.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 139'674 CHF | 140'274 CHF | 100.00% | 100.00% |
11.09.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 59'946 | 59'946 | 136'076 CHF | 136'676 CHF | 99.59% | 99.59% |
10.09.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 130'127 CHF | 130'727 CHF | 99.82% | 99.82% |