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 | 0.44% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 199'178 | 199'178 | 453'894 CHF | 455'885 CHF | 99.93% | 99.93% |
24.09.2024 | 0.45% | 2.27 CHF | 2.28 CHF | 200'000 | 200'000 | 199'349 | 199'349 | 446'098 CHF | 448'092 CHF | 99.71% | 99.71% |
23.09.2024 | 0.61% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 180'571 | 180'571 | 404'971 CHF | 407'149 CHF | 100.00% | 100.00% |
20.09.2024 | 0.45% | 2.23 CHF | 2.24 CHF | 200'000 | 200'000 | 199'503 | 199'503 | 442'496 CHF | 444'491 CHF | 99.94% | 99.94% |
19.09.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 205'000 | 205'000 | 204'135 | 204'135 | 443'422 CHF | 445'464 CHF | 97.74% | 97.74% |
18.09.2024 | 0.44% | 2.26 CHF | 2.27 CHF | 200'000 | 200'000 | 199'177 | 199'177 | 454'004 CHF | 455'996 CHF | 99.98% | 99.98% |
12.09.2024 | 0.44% | 2.29 CHF | 2.30 CHF | 200'000 | 200'000 | 199'176 | 199'176 | 449'918 CHF | 451'910 CHF | 99.98% | 99.98% |
11.09.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 205'000 | 205'000 | 203'964 | 203'964 | 445'534 CHF | 447'575 CHF | 100.00% | 100.00% |
10.09.2024 | 0.46% | 2.17 CHF | 2.18 CHF | 205'000 | 205'000 | 204'153 | 204'153 | 443'098 CHF | 445'140 CHF | 99.99% | 99.99% |
09.09.2024 | 0.46% | 2.20 CHF | 2.21 CHF | 205'000 | 205'000 | 204'155 | 204'155 | 445'528 CHF | 447'569 CHF | 100.00% | 100.00% |