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 | 0.22% | 4.59 CHF | 4.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 275'196 CHF | 275'796 CHF | 100.00% | 100.00% |
24.09.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 273'403 CHF | 274'003 CHF | 100.00% | 100.00% |
23.09.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 276'185 CHF | 276'785 CHF | 100.00% | 100.00% |
20.09.2024 | 0.22% | 4.59 CHF | 4.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 275'458 CHF | 276'058 CHF | 100.00% | 100.00% |
19.09.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 285'682 CHF | 286'282 CHF | 98.18% | 98.18% |
18.09.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 284'050 CHF | 284'650 CHF | 100.00% | 100.00% |
12.09.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 298'972 CHF | 299'572 CHF | 100.00% | 100.00% |
11.09.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 60'000 | 60'000 | 59'971 | 59'971 | 298'775 CHF | 299'375 CHF | 99.59% | 99.59% |
10.09.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 305'402 CHF | 306'002 CHF | 99.81% | 99.81% |
09.09.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 306'192 CHF | 306'792 CHF | 100.00% | 100.00% |