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 | 1.99% | 12.11 CHF | 12.35 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 418'241 CHF | 426'643 CHF | 100.00% | 100.00% |
24.09.2024 | 2.02% | 11.56 CHF | 11.79 CHF | 34'600 | 34'832 | 34'966 | 34'887 | 408'005 CHF | 415'387 CHF | 100.00% | 100.00% |
23.09.2024 | 1.99% | 11.39 CHF | 11.62 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 401'603 CHF | 409'669 CHF | 100.00% | 100.00% |
20.09.2024 | 1.99% | 11.77 CHF | 12.01 CHF | 35'000 | 34'700 | 35'000 | 34'700 | 418'104 CHF | 422'853 CHF | 100.00% | 100.00% |
19.09.2024 | 2.00% | 11.29 CHF | 11.52 CHF | 35'000 | 32'500 | 35'000 | 33'260 | 388'310 CHF | 376'379 CHF | 99.99% | 99.99% |
18.09.2024 | 2.02% | 10.15 CHF | 10.35 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 358'950 CHF | 366'279 CHF | 100.00% | 100.00% |
12.09.2024 | 2.02% | 10.85 CHF | 11.07 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 377'915 CHF | 385'615 CHF | 100.00% | 100.00% |
11.09.2024 | 1.99% | 10.36 CHF | 10.57 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 364'833 CHF | 372'183 CHF | 99.94% | 99.94% |
10.09.2024 | 2.03% | 10.73 CHF | 10.95 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 374'764 CHF | 382'434 CHF | 100.00% | 100.00% |
09.09.2024 | 2.02% | 10.12 CHF | 10.32 CHF | 35'000 | 34'600 | 35'000 | 34'648 | 359'625 CHF | 363'257 CHF | 99.99% | 99.99% |