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% | 4.92 CHF | 4.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 295'036 CHF | 295'636 CHF | 100.00% | 100.00% |
24.09.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 293'189 CHF | 293'789 CHF | 100.00% | 100.00% |
23.09.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 296'057 CHF | 296'657 CHF | 100.00% | 100.00% |
20.09.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 295'307 CHF | 295'907 CHF | 100.00% | 100.00% |
19.09.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 305'516 CHF | 306'116 CHF | 98.17% | 98.17% |
18.09.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 303'791 CHF | 304'391 CHF | 100.00% | 100.00% |
12.09.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 318'914 CHF | 319'514 CHF | 100.00% | 100.00% |
11.09.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 60'000 | 60'000 | 59'972 | 59'972 | 318'645 CHF | 319'245 CHF | 99.63% | 99.63% |
10.09.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 325'236 CHF | 325'836 CHF | 99.83% | 99.83% |
09.09.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 326'029 CHF | 326'629 CHF | 100.00% | 100.00% |