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 | 0.20% | 4.91 CHF | 4.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 494'868 CHF | 495'868 CHF | 98.55% | 98.55% |
24.09.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 493'866 CHF | 494'866 CHF | 99.19% | 99.19% |
23.09.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 491'950 CHF | 492'950 CHF | 98.67% | 98.67% |
20.09.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 497'503 CHF | 498'503 CHF | 96.11% | 96.11% |
19.09.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 495'543 CHF | 496'543 CHF | 99.25% | 99.25% |
18.09.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 510'456 CHF | 511'456 CHF | 99.29% | 99.29% |
12.09.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 520'929 CHF | 521'929 CHF | 99.01% | 99.01% |
11.09.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 529'275 CHF | 530'275 CHF | 99.03% | 99.03% |
10.09.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 527'437 CHF | 528'437 CHF | 97.12% | 97.12% |
09.09.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 533'354 CHF | 534'354 CHF | 98.92% | 98.92% |