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 | 0.38% | 2.65 CHF | 2.66 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'135 CHF | 159'735 CHF | 100.00% | 100.00% |
24.09.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 157'317 CHF | 157'917 CHF | 100.00% | 100.00% |
23.09.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'797 CHF | 160'397 CHF | 100.00% | 100.00% |
20.09.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 159'156 CHF | 159'756 CHF | 100.00% | 100.00% |
19.09.2024 | 0.35% | 2.78 CHF | 2.79 CHF | 60'000 | 60'000 | 59'998 | 59'998 | 169'569 CHF | 170'169 CHF | 98.18% | 98.18% |
18.09.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 168'366 CHF | 168'966 CHF | 100.00% | 100.00% |
12.09.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 181'774 CHF | 182'374 CHF | 100.00% | 100.00% |
11.09.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 60'000 | 60'000 | 59'960 | 59'960 | 182'628 CHF | 183'228 CHF | 99.61% | 99.61% |
10.09.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 189'166 CHF | 189'766 CHF | 99.82% | 99.82% |
09.09.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 189'814 CHF | 190'414 CHF | 100.00% | 100.00% |