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 | 0.23% | 4.23 CHF | 4.24 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 256'408 CHF | 257'008 CHF | 100.00% | 100.00% |
25.09.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 255'628 CHF | 256'228 CHF | 100.00% | 100.00% |
24.09.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 253'784 CHF | 254'384 CHF | 100.00% | 100.00% |
23.09.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 256'512 CHF | 257'112 CHF | 100.00% | 100.00% |
20.09.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 255'770 CHF | 256'370 CHF | 100.00% | 100.00% |
19.09.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 266'064 CHF | 266'664 CHF | 98.18% | 98.18% |
18.09.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 264'536 CHF | 265'136 CHF | 100.00% | 100.00% |
12.09.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 279'200 CHF | 279'800 CHF | 100.00% | 100.00% |
11.09.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 60'000 | 60'000 | 59'972 | 59'972 | 279'183 CHF | 279'783 CHF | 99.61% | 99.61% |
10.09.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 285'793 CHF | 286'393 CHF | 99.83% | 99.83% |