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 | 7.95% | 0.12 CHF | 0.13 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 108'791 CHF | 39'264 CHF | 99.27% | 99.27% |
24.09.2024 | 7.10% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 122'528 CHF | 43'843 CHF | 99.18% | 99.18% |
23.09.2024 | 7.06% | 0.13 CHF | 0.14 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 123'087 CHF | 44'029 CHF | 99.27% | 99.27% |
20.09.2024 | 6.71% | 0.14 CHF | 0.15 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 129'738 CHF | 46'246 CHF | 99.27% | 99.27% |
19.09.2024 | 5.83% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 150'110 CHF | 53'037 CHF | 99.26% | 99.26% |
18.09.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 145'056 CHF | 51'352 CHF | 99.27% | 99.27% |
12.09.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 162'412 CHF | 57'137 CHF | 99.28% | 99.28% |
11.09.2024 | 6.15% | 0.16 CHF | 0.17 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 141'982 CHF | 50'327 CHF | 99.27% | 99.27% |
10.09.2024 | 6.34% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 137'564 CHF | 48'855 CHF | 99.17% | 99.17% |
09.09.2024 | 6.14% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 900'000 | 300'000 | 142'092 CHF | 50'364 CHF | 99.27% | 99.27% |