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 | 0.54% | 1.84 CHF | 1.85 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 110'425 CHF | 111'025 CHF | 100.00% | 100.00% |
24.09.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 108'568 CHF | 109'168 CHF | 100.00% | 100.00% |
23.09.2024 | 0.54% | 1.85 CHF | 1.86 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 110'854 CHF | 111'454 CHF | 100.00% | 100.00% |
20.09.2024 | 0.54% | 1.82 CHF | 1.83 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 110'299 CHF | 110'899 CHF | 100.00% | 100.00% |
19.09.2024 | 0.50% | 1.97 CHF | 1.98 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 120'834 CHF | 121'434 CHF | 98.18% | 98.18% |
18.09.2024 | 0.50% | 2.08 CHF | 2.09 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 119'787 CHF | 120'387 CHF | 100.00% | 100.00% |
12.09.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 132'588 CHF | 133'188 CHF | 100.00% | 100.00% |
11.09.2024 | 0.45% | 2.22 CHF | 2.23 CHF | 60'000 | 60'000 | 59'959 | 59'959 | 133'877 CHF | 134'477 CHF | 99.61% | 99.61% |
10.09.2024 | 0.43% | 2.32 CHF | 2.33 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 140'272 CHF | 140'872 CHF | 99.82% | 99.82% |
09.09.2024 | 0.42% | 2.36 CHF | 2.37 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 140'954 CHF | 141'554 CHF | 100.00% | 100.00% |