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 | 2.60% | 0.37 CHF | 0.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'511 CHF | 9'761 CHF | 98.63% | 98.63% |
24.09.2024 | 2.49% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'909 CHF | 10'159 CHF | 99.03% | 99.03% |
23.09.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 9'431 CHF | 9'681 CHF | 98.60% | 98.60% |
20.09.2024 | 2.22% | 0.39 CHF | 0.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'237 CHF | 11'487 CHF | 97.66% | 97.66% |
19.09.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'303 CHF | 13'553 CHF | 99.39% | 99.39% |
18.09.2024 | 2.02% | 0.47 CHF | 0.48 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'270 CHF | 12'520 CHF | 99.25% | 99.25% |
12.09.2024 | 2.09% | 0.49 CHF | 0.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 11'850 CHF | 12'100 CHF | 99.05% | 99.05% |
11.09.2024 | 2.01% | 0.48 CHF | 0.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'290 CHF | 12'540 CHF | 99.32% | 99.32% |
10.09.2024 | 1.94% | 0.50 CHF | 0.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 12'748 CHF | 12'998 CHF | 98.55% | 98.55% |
09.09.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 13'294 CHF | 13'544 CHF | 99.10% | 99.10% |