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 | 0.43% | 2.32 CHF | 2.33 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 139'206 CHF | 139'806 CHF | 100.00% | 100.00% |
24.09.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 137'358 CHF | 137'958 CHF | 100.00% | 100.00% |
23.09.2024 | 0.43% | 2.33 CHF | 2.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 139'771 CHF | 140'371 CHF | 100.00% | 100.00% |
20.09.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 139'179 CHF | 139'779 CHF | 100.00% | 100.00% |
19.09.2024 | 0.40% | 2.45 CHF | 2.46 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 149'658 CHF | 150'258 CHF | 98.17% | 98.17% |
18.09.2024 | 0.40% | 2.56 CHF | 2.57 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 148'530 CHF | 149'130 CHF | 100.00% | 100.00% |
12.09.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 161'683 CHF | 162'283 CHF | 100.00% | 100.00% |
11.09.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 60'000 | 60'000 | 59'960 | 59'960 | 162'732 CHF | 163'332 CHF | 99.60% | 99.60% |
10.09.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 169'176 CHF | 169'776 CHF | 99.82% | 99.82% |
09.09.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 169'794 CHF | 170'394 CHF | 100.00% | 100.00% |