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 | 0.66% | 1.50 CHF | 1.51 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 89'972 CHF | 90'572 CHF | 100.00% | 100.00% |
24.09.2024 | 0.68% | 1.47 CHF | 1.48 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 88'140 CHF | 88'740 CHF | 100.00% | 100.00% |
23.09.2024 | 0.66% | 1.51 CHF | 1.52 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 90'377 CHF | 90'977 CHF | 100.00% | 100.00% |
20.09.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 89'814 CHF | 90'414 CHF | 100.00% | 100.00% |
19.09.2024 | 0.60% | 1.62 CHF | 1.63 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 100'390 CHF | 100'990 CHF | 98.18% | 98.18% |
18.09.2024 | 0.60% | 1.74 CHF | 1.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 99'432 CHF | 100'031 CHF | 100.00% | 100.00% |
12.09.2024 | 0.53% | 1.86 CHF | 1.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 111'957 CHF | 112'557 CHF | 100.00% | 100.00% |
11.09.2024 | 0.53% | 1.88 CHF | 1.89 CHF | 60'000 | 60'000 | 59'959 | 59'959 | 113'457 CHF | 114'057 CHF | 99.59% | 99.59% |
10.09.2024 | 0.50% | 1.98 CHF | 1.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 119'829 CHF | 120'429 CHF | 99.82% | 99.82% |
09.09.2024 | 0.50% | 2.02 CHF | 2.03 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 120'456 CHF | 121'056 CHF | 100.00% | 100.00% |