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 | 0.21% | 4.73 CHF | 4.74 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 286'501 CHF | 287'101 CHF | 100.00% | 100.00% |
25.09.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 285'638 CHF | 286'238 CHF | 100.00% | 100.00% |
24.09.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 283'854 CHF | 284'454 CHF | 100.00% | 100.00% |
23.09.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 286'589 CHF | 287'189 CHF | 100.00% | 100.00% |
20.09.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 285'862 CHF | 286'462 CHF | 100.00% | 100.00% |
19.09.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 296'112 CHF | 296'712 CHF | 98.18% | 98.18% |
18.09.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 294'470 CHF | 295'070 CHF | 100.00% | 100.00% |
12.09.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 309'410 CHF | 310'010 CHF | 100.00% | 100.00% |
11.09.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 60'000 | 60'000 | 59'973 | 59'973 | 309'255 CHF | 309'855 CHF | 99.61% | 99.61% |
10.09.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 315'856 CHF | 316'456 CHF | 99.83% | 99.83% |