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 | 1.97% | 0.50 CHF | 0.51 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'504'660 CHF | 1'534'660 CHF | 99.80% | 99.80% |
24.09.2024 | 1.96% | 0.51 CHF | 0.52 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'516'810 CHF | 1'546'810 CHF | 100.00% | 100.00% |
23.09.2024 | 1.93% | 0.51 CHF | 0.52 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'540'440 CHF | 1'570'440 CHF | 100.00% | 100.00% |
20.09.2024 | 1.91% | 0.53 CHF | 0.54 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'555'270 CHF | 1'585'270 CHF | 100.00% | 100.00% |
19.09.2024 | 1.92% | 0.52 CHF | 0.53 CHF | 3'000'000 | 3'000'000 | 2'999'900 | 2'999'920 | 1'548'850 CHF | 1'578'860 CHF | 98.86% | 98.86% |
18.09.2024 | 1.79% | 0.56 CHF | 0.57 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'659'980 CHF | 1'689'980 CHF | 100.00% | 100.00% |
12.09.2024 | 1.63% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 2'998'360 | 2'998'360 | 1'827'690 CHF | 1'857'690 CHF | 100.00% | 100.00% |
11.09.2024 | 1.49% | 0.70 CHF | 0.71 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 2'000'330 CHF | 2'030'330 CHF | 99.57% | 99.57% |
10.09.2024 | 1.49% | 0.66 CHF | 0.67 CHF | 2'910'000 | 2'910'000 | 2'910'000 | 2'910'000 | 1'941'920 CHF | 1'971'020 CHF | 100.00% | 100.00% |
09.09.2024 | 1.44% | 0.70 CHF | 0.71 CHF | 2'682'900 | 2'682'900 | 2'682'900 | 2'682'900 | 1'845'060 CHF | 1'871'890 CHF | 100.00% | 100.00% |