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 | 1.11% | 0.90 CHF | 0.91 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 53'682 CHF | 54'282 CHF | 100.00% | 100.00% |
24.09.2024 | 1.07% | 0.92 CHF | 0.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 55'610 CHF | 56'210 CHF | 100.00% | 100.00% |
23.09.2024 | 1.11% | 0.89 CHF | 0.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 53'885 CHF | 54'485 CHF | 100.00% | 100.00% |
20.09.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 54'480 CHF | 55'080 CHF | 100.00% | 100.00% |
19.09.2024 | 1.36% | 0.78 CHF | 0.79 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 43'825 CHF | 44'425 CHF | 98.18% | 98.18% |
18.09.2024 | 1.36% | 0.66 CHF | 0.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 44'268 CHF | 44'868 CHF | 100.00% | 100.00% |
12.09.2024 | 1.75% | 0.57 CHF | 0.58 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 34'066 CHF | 34'666 CHF | 100.00% | 100.00% |
11.09.2024 | 1.90% | 0.54 CHF | 0.55 CHF | 60'000 | 60'000 | 59'973 | 59'973 | 31'403 CHF | 32'003 CHF | 99.61% | 99.61% |
10.09.2024 | 2.35% | 0.44 CHF | 0.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 25'308 CHF | 25'908 CHF | 99.82% | 99.82% |
09.09.2024 | 2.39% | 0.40 CHF | 0.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 24'833 CHF | 25'433 CHF | 100.00% | 100.00% |