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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26.09.2024 | 2.21% | 0.47 CHF | 0.48 CHF | 89'793 | 50'000 | 90'018 | 48'784 | 41'850 CHF | 23'192 CHF | 98.63% | 98.63% |
25.09.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 89'212 | 50'000 | 89'983 | 50'000 | 41'807 CHF | 23'743 CHF | 88.31% | 88.31% |
24.09.2024 | 2.32% | 0.42 CHF | 0.43 CHF | 92'034 | 50'000 | 91'872 | 50'000 | 39'098 CHF | 21'779 CHF | 100.00% | 100.00% |
23.09.2024 | 2.73% | 0.42 CHF | 0.43 CHF | 92'241 | 50'000 | 92'263 | 50'000 | 39'110 CHF | 21'786 CHF | 100.00% | 100.00% |
20.09.2024 | 2.68% | 0.46 CHF | 0.47 CHF | 90'597 | 50'000 | 90'737 | 50'000 | 40'989 CHF | 23'201 CHF | 89.67% | 89.67% |
19.09.2024 | 5.74% | 0.41 CHF | 0.43 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 10'648 CHF | 11'278 CHF | 93.27% | 93.27% |
18.09.2024 | 3.76% | 0.35 CHF | 0.37 CHF | 95'408 | 50'000 | 94'843 | 50'000 | 34'122 CHF | 18'678 CHF | 97.61% | 97.61% |
12.09.2024 | 3.50% | 0.40 CHF | 0.42 CHF | 93'805 | 50'000 | 93'532 | 50'000 | 38'059 CHF | 21'071 CHF | 97.85% | 97.85% |
11.09.2024 | 3.17% | 0.41 CHF | 0.42 CHF | 93'070 | 50'000 | 93'245 | 50'000 | 37'220 CHF | 20'603 CHF | 99.03% | 99.03% |
10.09.2024 | 3.37% | 0.39 CHF | 0.41 CHF | 93'583 | 50'000 | 93'064 | 50'000 | 37'562 CHF | 20'876 CHF | 96.77% | 96.77% |