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 | 0.72% | 1.40 CHF | 1.41 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 623'256 CHF | 209'252 CHF | 92.46% | 92.46% |
24.09.2024 | 0.75% | 1.34 CHF | 1.35 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 597'176 CHF | 200'559 CHF | 99.17% | 99.17% |
23.09.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 606'652 CHF | 203'717 CHF | 99.17% | 99.17% |
20.09.2024 | 0.75% | 1.25 CHF | 1.26 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 599'859 CHF | 201'453 CHF | 99.16% | 99.16% |
19.09.2024 | 0.76% | 1.36 CHF | 1.37 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 591'376 CHF | 198'625 CHF | 99.15% | 99.15% |
18.09.2024 | 0.81% | 1.21 CHF | 1.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 553'412 CHF | 185'971 CHF | 99.16% | 99.16% |
12.09.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 511'375 CHF | 171'958 CHF | 99.16% | 99.16% |
11.09.2024 | 0.91% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 492'217 CHF | 165'572 CHF | 99.16% | 99.16% |
10.09.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 484'576 CHF | 163'025 CHF | 98.73% | 98.73% |
09.09.2024 | 0.95% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 472'857 CHF | 159'119 CHF | 99.16% | 99.16% |