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 | 0.44% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 135'094 CHF | 135'694 CHF | 100.00% | 100.00% |
25.09.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 135'693 CHF | 136'293 CHF | 100.00% | 100.00% |
24.09.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 137'550 CHF | 138'150 CHF | 100.00% | 100.00% |
23.09.2024 | 0.44% | 2.25 CHF | 2.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'051 CHF | 136'651 CHF | 100.00% | 100.00% |
20.09.2024 | 0.44% | 2.30 CHF | 2.31 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 136'528 CHF | 137'128 CHF | 100.00% | 100.00% |
19.09.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 125'664 CHF | 126'264 CHF | 98.18% | 98.18% |
18.09.2024 | 0.48% | 2.02 CHF | 2.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 125'806 CHF | 126'406 CHF | 100.00% | 100.00% |
12.09.2024 | 0.51% | 1.95 CHF | 1.96 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 116'449 CHF | 117'049 CHF | 100.00% | 100.00% |
11.09.2024 | 0.53% | 1.91 CHF | 1.92 CHF | 60'000 | 60'000 | 59'945 | 59'945 | 113'107 CHF | 113'707 CHF | 99.61% | 99.61% |
10.09.2024 | 0.56% | 1.80 CHF | 1.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 107'070 CHF | 107'670 CHF | 99.83% | 99.83% |