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 | 0.16% | 6.14 CHF | 6.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 609'197 CHF | 610'197 CHF | 100.00% | 100.00% |
24.09.2024 | 0.19% | 5.75 CHF | 5.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 530'944 CHF | 531'944 CHF | 99.03% | 99.03% |
23.09.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 510'911 CHF | 511'911 CHF | 100.00% | 100.00% |
20.09.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 556'679 CHF | 557'679 CHF | 99.98% | 99.98% |
19.09.2024 | 0.24% | 5.25 CHF | 5.26 CHF | 100'000 | 100'000 | 97'565 | 97'565 | 531'005 CHF | 532'042 CHF | 98.75% | 98.75% |
18.09.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 500'734 CHF | 501'734 CHF | 99.63% | 99.63% |
12.09.2024 | 0.28% | 4.30 CHF | 4.31 CHF | 100'000 | 100'000 | 99'579 | 99'579 | 371'634 CHF | 372'640 CHF | 99.74% | 99.74% |
11.09.2024 | 0.48% | 3.32 CHF | 3.33 CHF | 100'000 | 100'000 | 95'409 | 95'409 | 330'674 CHF | 331'743 CHF | 98.39% | 98.39% |
10.09.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 321'808 CHF | 322'808 CHF | 99.98% | 99.98% |
09.09.2024 | 2.39% | 2.97 CHF | 2.98 CHF | 100'000 | 100'000 | 50'095 | 50'095 | 150'643 CHF | 152'389 CHF | 99.99% | 99.99% |