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 | 0.90% | 1.15 CHF | 1.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 66'533 CHF | 67'133 CHF | 100.00% | 100.00% |
25.09.2024 | 0.89% | 1.13 CHF | 1.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'199 CHF | 67'799 CHF | 100.00% | 100.00% |
24.09.2024 | 0.86% | 1.15 CHF | 1.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 69'093 CHF | 69'693 CHF | 100.00% | 100.00% |
23.09.2024 | 0.89% | 1.11 CHF | 1.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'429 CHF | 68'029 CHF | 100.00% | 100.00% |
20.09.2024 | 0.88% | 1.15 CHF | 1.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 67'981 CHF | 68'581 CHF | 100.00% | 100.00% |
19.09.2024 | 1.04% | 1.01 CHF | 1.02 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 57'279 CHF | 57'879 CHF | 98.18% | 98.18% |
18.09.2024 | 1.04% | 0.88 CHF | 0.89 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 57'705 CHF | 58'305 CHF | 100.00% | 100.00% |
12.09.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 47'589 CHF | 48'189 CHF | 100.00% | 100.00% |
11.09.2024 | 1.33% | 0.77 CHF | 0.78 CHF | 60'000 | 60'000 | 59'943 | 59'943 | 44'826 CHF | 45'426 CHF | 99.60% | 99.60% |
10.09.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 38'732 CHF | 39'332 CHF | 99.82% | 99.82% |