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 | 3.85% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 117'352 CHF | 40'617 CHF | 96.36% | 96.36% |
24.09.2024 | 4.93% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 89'117 CHF | 31'206 CHF | 99.29% | 99.29% |
23.09.2024 | 4.75% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 93'757 CHF | 32'752 CHF | 99.39% | 99.39% |
20.09.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 90'434 CHF | 31'645 CHF | 98.72% | 98.72% |
19.09.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 63'734 CHF | 22'745 CHF | 99.42% | 99.42% |
18.09.2024 | 4.64% | 0.17 CHF | 0.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'296 CHF | 33'265 CHF | 98.96% | 98.96% |
12.09.2024 | 2.97% | 0.30 CHF | 0.31 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 149'557 CHF | 51'352 CHF | 98.69% | 98.69% |
11.09.2024 | 2.81% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 157'898 CHF | 54'133 CHF | 99.42% | 99.42% |
10.09.2024 | 3.79% | 0.32 CHF | 0.33 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 118'024 CHF | 40'841 CHF | 97.24% | 97.24% |
09.09.2024 | 4.25% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 103'559 CHF | 36'020 CHF | 99.42% | 99.42% |