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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
20.09.2024 | 1.86% | 0.53 CHF | 0.54 CHF | 260'000 | 260'000 | 260'000 | 260'000 | 138'471 CHF | 141'071 CHF | 100.00% | 100.00% |
19.09.2024 | 2.22% | 0.52 CHF | 0.53 CHF | 740'000 | 740'000 | 399'945 | 399'945 | 188'483 CHF | 192'504 CHF | 97.47% | 97.47% |
18.09.2024 | 2.48% | 0.41 CHF | 0.42 CHF | 790'000 | 790'000 | 409'627 | 409'627 | 168'656 CHF | 172'768 CHF | 98.80% | 98.80% |
12.09.2024 | 2.52% | 0.43 CHF | 0.44 CHF | 770'000 | 770'000 | 408'468 | 408'468 | 167'970 CHF | 172'082 CHF | 99.99% | 99.99% |
11.09.2024 | 2.68% | 0.35 CHF | 0.36 CHF | 820'000 | 820'000 | 425'613 | 425'613 | 157'052 CHF | 161'317 CHF | 98.12% | 98.12% |
10.09.2024 | 3.01% | 0.37 CHF | 0.38 CHF | 840'000 | 840'000 | 440'391 | 440'391 | 153'231 CHF | 157'656 CHF | 99.63% | 99.63% |
09.09.2024 | 3.24% | 0.31 CHF | 0.32 CHF | 890'000 | 890'000 | 465'222 | 465'222 | 147'043 CHF | 151'714 CHF | 99.89% | 99.89% |
06.09.2024 | 2.54% | 0.33 CHF | 0.34 CHF | 840'000 | 840'000 | 420'729 | 420'729 | 165'918 CHF | 170'150 CHF | 99.73% | 99.73% |
05.09.2024 | 2.58% | 0.43 CHF | 0.44 CHF | 810'000 | 810'000 | 427'312 | 427'312 | 174'653 CHF | 178'947 CHF | 100.00% | 100.00% |