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 | 0.48% | 2.03 CHF | 2.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 124'420 CHF | 125'020 CHF | 100.00% | 100.00% |
25.09.2024 | 0.48% | 2.06 CHF | 2.07 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 123'753 CHF | 124'353 CHF | 100.00% | 100.00% |
24.09.2024 | 0.49% | 2.03 CHF | 2.04 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 121'921 CHF | 122'521 CHF | 100.00% | 100.00% |
23.09.2024 | 0.48% | 2.07 CHF | 2.08 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 124'220 CHF | 124'820 CHF | 100.00% | 100.00% |
20.09.2024 | 0.48% | 2.05 CHF | 2.06 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 123'678 CHF | 124'278 CHF | 100.00% | 100.00% |
19.09.2024 | 0.45% | 2.19 CHF | 2.20 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 134'141 CHF | 134'741 CHF | 98.17% | 98.17% |
18.09.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 133'059 CHF | 133'659 CHF | 100.00% | 100.00% |
12.09.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 146'059 CHF | 146'659 CHF | 100.00% | 100.00% |
11.09.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 60'000 | 60'000 | 59'959 | 59'959 | 147'224 CHF | 147'824 CHF | 99.61% | 99.61% |
10.09.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 153'669 CHF | 154'269 CHF | 99.83% | 99.83% |