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 | 0.29% | 3.44 CHF | 3.45 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 206'234 CHF | 206'834 CHF | 100.00% | 100.00% |
24.09.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 204'435 CHF | 205'035 CHF | 100.00% | 100.00% |
23.09.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 206'989 CHF | 207'589 CHF | 100.00% | 100.00% |
20.09.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 206'348 CHF | 206'948 CHF | 100.00% | 100.00% |
19.09.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 216'712 CHF | 217'312 CHF | 98.18% | 98.18% |
18.09.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 215'311 CHF | 215'911 CHF | 100.00% | 100.00% |
12.09.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 229'387 CHF | 229'987 CHF | 100.00% | 100.00% |
11.09.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 60'000 | 60'000 | 59'970 | 59'970 | 229'772 CHF | 230'372 CHF | 99.59% | 99.59% |
10.09.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 236'357 CHF | 236'957 CHF | 99.82% | 99.82% |
09.09.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 237'009 CHF | 237'609 CHF | 100.00% | 100.00% |