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 | 0.53% | 1.91 CHF | 1.92 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 112'158 CHF | 112'758 CHF | 100.00% | 100.00% |
25.09.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 112'707 CHF | 113'307 CHF | 100.00% | 100.00% |
24.09.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 114'607 CHF | 115'207 CHF | 100.00% | 100.00% |
23.09.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 113'077 CHF | 113'677 CHF | 100.00% | 100.00% |
20.09.2024 | 0.53% | 1.92 CHF | 1.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 113'473 CHF | 114'073 CHF | 100.00% | 100.00% |
19.09.2024 | 0.58% | 1.76 CHF | 1.77 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 102'729 CHF | 103'329 CHF | 98.17% | 98.17% |
18.09.2024 | 0.58% | 1.64 CHF | 1.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 102'977 CHF | 103'577 CHF | 100.00% | 100.00% |
12.09.2024 | 0.64% | 1.56 CHF | 1.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 93'419 CHF | 94'019 CHF | 100.00% | 100.00% |
11.09.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 60'000 | 60'000 | 59'944 | 59'944 | 90'194 CHF | 90'794 CHF | 99.61% | 99.61% |
10.09.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 84'184 CHF | 84'784 CHF | 99.82% | 99.82% |