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 | 2.25% | 0.74 CHF | 0.75 CHF | 70'000 | 50'000 | 70'865 | 50'000 | 51'916 CHF | 37'480 CHF | 55.06% | 55.06% |
24.09.2024 | 2.36% | 0.70 CHF | 0.71 CHF | 76'368 | 50'000 | 76'590 | 50'000 | 53'012 CHF | 35'435 CHF | 52.61% | 52.61% |
23.09.2024 | 2.23% | 0.67 CHF | 0.68 CHF | 77'057 | 50'000 | 77'011 | 50'000 | 52'261 CHF | 34'697 CHF | 94.15% | 94.15% |
20.09.2024 | 2.41% | 0.62 CHF | 0.63 CHF | 77'983 | 50'000 | 78'217 | 50'000 | 46'141 CHF | 30'217 CHF | 90.17% | 90.17% |
19.09.2024 | 1.73% | 0.67 CHF | 0.69 CHF | 76'967 | 50'000 | 76'827 | 50'000 | 52'728 CHF | 34'918 CHF | 52.79% | 52.79% |
18.09.2024 | 2.03% | 0.67 CHF | 0.68 CHF | 76'855 | 50'000 | 76'809 | 50'000 | 50'603 CHF | 33'621 CHF | 91.72% | 91.72% |
12.09.2024 | 2.49% | 0.60 CHF | 0.62 CHF | 78'601 | 50'000 | 78'815 | 50'000 | 46'149 CHF | 30'020 CHF | 97.95% | 97.95% |
11.09.2024 | 1.66% | 0.68 CHF | 0.70 CHF | 77'006 | 50'000 | 70'576 | 50'000 | 51'680 CHF | 37'244 CHF | 73.71% | 73.71% |
10.09.2024 | 1.51% | 0.76 CHF | 0.77 CHF | 70'000 | 50'000 | 70'000 | 50'000 | 53'024 CHF | 38'451 CHF | 100.00% | 100.00% |
09.09.2024 | 1.75% | 0.72 CHF | 0.73 CHF | 76'481 | 50'000 | 72'505 | 50'000 | 52'154 CHF | 36'620 CHF | 7.97% | 7.97% |