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 | 0.85% | 1.13 CHF | 1.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'301 CHF | 177'267 CHF | 96.36% | 96.36% |
24.09.2024 | 0.81% | 1.22 CHF | 1.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 555'653 CHF | 186'718 CHF | 99.29% | 99.29% |
23.09.2024 | 0.81% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 552'763 CHF | 185'754 CHF | 99.40% | 99.40% |
20.09.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 556'116 CHF | 186'872 CHF | 98.72% | 98.72% |
19.09.2024 | 0.77% | 1.29 CHF | 1.30 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 581'146 CHF | 195'215 CHF | 99.42% | 99.42% |
18.09.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 546'713 CHF | 183'738 CHF | 98.95% | 98.95% |
12.09.2024 | 0.90% | 1.15 CHF | 1.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 500'438 CHF | 168'313 CHF | 98.69% | 98.69% |
11.09.2024 | 0.92% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 486'797 CHF | 163'766 CHF | 99.42% | 99.42% |
10.09.2024 | 0.85% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 527'174 CHF | 177'225 CHF | 97.24% | 97.24% |
09.09.2024 | 0.83% | 1.20 CHF | 1.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 540'692 CHF | 181'731 CHF | 99.42% | 99.42% |