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 | 0.50% | 2.00 CHF | 2.01 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 119'686 CHF | 120'286 CHF | 100.00% | 100.00% |
24.09.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 121'623 CHF | 122'223 CHF | 100.00% | 100.00% |
23.09.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 120'078 CHF | 120'678 CHF | 100.00% | 100.00% |
20.09.2024 | 0.50% | 2.03 CHF | 2.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 120'570 CHF | 121'170 CHF | 100.00% | 100.00% |
19.09.2024 | 0.55% | 1.88 CHF | 1.89 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 109'742 CHF | 110'342 CHF | 98.17% | 98.17% |
18.09.2024 | 0.54% | 1.75 CHF | 1.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 109'961 CHF | 110'561 CHF | 100.00% | 100.00% |
12.09.2024 | 0.60% | 1.68 CHF | 1.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 100'474 CHF | 101'074 CHF | 100.00% | 100.00% |
11.09.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 60'000 | 60'000 | 59'944 | 59'944 | 97'169 CHF | 97'769 CHF | 99.62% | 99.62% |
10.09.2024 | 0.66% | 1.53 CHF | 1.54 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 91'226 CHF | 91'826 CHF | 99.82% | 99.82% |
09.09.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 90'767 CHF | 91'367 CHF | 100.00% | 100.00% |