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 | 4.40% | 0.24 CHF | 0.25 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 336'049 CHF | 35'105 CHF | 99.27% | 99.27% |
24.09.2024 | 4.99% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 293'588 CHF | 30'859 CHF | 99.18% | 99.18% |
23.09.2024 | 5.01% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 292'546 CHF | 30'755 CHF | 99.27% | 99.27% |
20.09.2024 | 4.41% | 0.23 CHF | 0.24 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 332'812 CHF | 34'781 CHF | 99.27% | 99.27% |
19.09.2024 | 4.69% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 313'086 CHF | 32'809 CHF | 97.98% | 97.98% |
18.09.2024 | 6.19% | 0.15 CHF | 0.16 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 234'909 CHF | 24'991 CHF | 99.27% | 99.27% |
12.09.2024 | 4.95% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 295'653 CHF | 31'065 CHF | 99.29% | 99.29% |
11.09.2024 | 5.11% | 0.20 CHF | 0.21 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 286'331 CHF | 30'133 CHF | 99.26% | 99.26% |
10.09.2024 | 4.85% | 0.19 CHF | 0.20 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 302'595 CHF | 31'760 CHF | 99.16% | 99.16% |
09.09.2024 | 5.01% | 0.18 CHF | 0.19 CHF | 1'500'000 | 150'000 | 1'500'000 | 150'000 | 292'573 CHF | 30'757 CHF | 99.27% | 99.27% |