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 | 0.52% | 11.46 CHF | 11.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'954 CHF | 172'854 CHF | 100.00% | 100.00% |
24.09.2024 | 0.53% | 11.15 CHF | 11.21 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 168'106 CHF | 169'006 CHF | 100.00% | 100.00% |
23.09.2024 | 0.52% | 11.35 CHF | 11.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 171'590 CHF | 172'490 CHF | 100.00% | 100.00% |
20.09.2024 | 0.55% | 11.04 CHF | 11.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 164'011 CHF | 164'911 CHF | 100.00% | 100.00% |
19.09.2024 | 0.56% | 10.83 CHF | 10.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 161'326 CHF | 162'226 CHF | 98.18% | 98.18% |
18.09.2024 | 0.57% | 11.12 CHF | 11.18 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 156'857 CHF | 157'757 CHF | 100.00% | 100.00% |
12.09.2024 | 0.50% | 11.74 CHF | 11.80 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 178'578 CHF | 179'478 CHF | 99.99% | 99.99% |
11.09.2024 | 0.48% | 12.19 CHF | 12.25 CHF | 15'000 | 15'000 | 14'992 | 14'992 | 188'088 CHF | 188'988 CHF | 99.59% | 99.59% |
10.09.2024 | 0.47% | 12.76 CHF | 12.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 193'063 CHF | 193'963 CHF | 100.00% | 100.00% |
09.09.2024 | 0.45% | 13.37 CHF | 13.43 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 201'089 CHF | 201'989 CHF | 100.00% | 100.00% |