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 | 1.35% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'120 CHF | 44'720 CHF | 100.00% | 100.00% |
25.09.2024 | 1.33% | 0.75 CHF | 0.76 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'768 CHF | 45'368 CHF | 100.00% | 100.00% |
24.09.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'713 CHF | 47'313 CHF | 100.00% | 100.00% |
23.09.2024 | 1.33% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'899 CHF | 45'499 CHF | 100.00% | 100.00% |
20.09.2024 | 1.31% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 45'547 CHF | 46'147 CHF | 100.00% | 100.00% |
19.09.2024 | 1.70% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 34'917 CHF | 35'517 CHF | 98.17% | 98.17% |
18.09.2024 | 1.70% | 0.51 CHF | 0.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'408 CHF | 36'008 CHF | 100.00% | 100.00% |
12.09.2024 | 2.37% | 0.42 CHF | 0.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'056 CHF | 25'656 CHF | 100.00% | 100.00% |
11.09.2024 | 2.64% | 0.40 CHF | 0.41 CHF | 60'000 | 60'000 | 59'973 | 59'973 | 22'528 CHF | 23'128 CHF | 99.61% | 99.61% |
10.09.2024 | 3.61% | 0.29 CHF | 0.30 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 16'389 CHF | 16'989 CHF | 99.82% | 99.82% |