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 | 6.54% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 343'151 | 50'000 | 50'803 CHF | 7'921 CHF | 100.00% | 100.00% |
24.09.2024 | 6.09% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 320'673 | 50'000 | 51'019 CHF | 8'483 CHF | 100.00% | 100.00% |
23.09.2024 | 5.74% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 301'404 | 50'000 | 51'006 CHF | 8'965 CHF | 100.00% | 100.00% |
20.09.2024 | 6.08% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 320'773 | 50'000 | 51'169 CHF | 8'481 CHF | 89.67% | 89.67% |
19.09.2024 | 5.81% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 305'345 | 50'000 | 51'007 CHF | 8'866 CHF | 99.34% | 99.34% |
18.09.2024 | 5.85% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 307'718 | 50'000 | 51'046 CHF | 8'807 CHF | 95.00% | 95.00% |
12.09.2024 | 6.45% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 339'120 | 75'000 | 50'917 CHF | 12'033 CHF | 97.85% | 97.85% |
11.09.2024 | 6.51% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 342'671 | 50'000 | 50'955 CHF | 7'955 CHF | 99.03% | 99.03% |
10.09.2024 | 6.04% | 0.16 CHF | 0.17 CHF | 320'000 | 50'000 | 318'827 | 50'000 | 51'169 CHF | 8'529 CHF | 97.54% | 97.54% |
09.09.2024 | 5.97% | 0.15 CHF | 0.16 CHF | 340'000 | 75'000 | 314'698 | 75'000 | 51'127 CHF | 12'949 CHF | 100.00% | 100.00% |