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 | 0.32% | 3.11 CHF | 3.12 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 186'686 CHF | 187'286 CHF | 100.00% | 100.00% |
24.09.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 184'883 CHF | 185'483 CHF | 100.00% | 100.00% |
23.09.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 187'443 CHF | 188'043 CHF | 100.00% | 100.00% |
20.09.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 186'758 CHF | 187'358 CHF | 100.00% | 100.00% |
19.09.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 197'127 CHF | 197'727 CHF | 98.18% | 98.18% |
18.09.2024 | 0.31% | 3.35 CHF | 3.36 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 195'836 CHF | 196'436 CHF | 100.00% | 100.00% |
12.09.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 209'660 CHF | 210'260 CHF | 100.00% | 100.00% |
11.09.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 60'000 | 60'000 | 59'970 | 59'970 | 210'238 CHF | 210'838 CHF | 99.62% | 99.62% |
10.09.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 216'727 CHF | 217'327 CHF | 99.82% | 99.82% |
09.09.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 217'448 CHF | 218'048 CHF | 100.00% | 100.00% |