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 | 3.71% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 200'407 | 200'407 | 53'088 CHF | 55'092 CHF | 98.49% | 98.49% |
24.09.2024 | 4.22% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 228'286 | 228'286 | 52'947 CHF | 55'230 CHF | 99.17% | 99.17% |
23.09.2024 | 4.59% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'226 CHF | 55'726 CHF | 98.62% | 98.62% |
20.09.2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 248'188 | 248'189 | 54'651 CHF | 57'133 CHF | 95.88% | 95.88% |
19.09.2024 | 4.69% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 251'301 | 251'301 | 52'326 CHF | 54'839 CHF | 99.00% | 99.00% |
18.09.2024 | 5.39% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 298'618 | 298'618 | 53'963 CHF | 56'950 CHF | 99.24% | 99.24% |
12.09.2024 | 4.62% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 251'952 | 251'953 | 53'236 CHF | 55'756 CHF | 96.24% | 96.24% |
11.09.2024 | 6.23% | 0.17 CHF | 0.18 CHF | 325'000 | 325'000 | 337'731 | 337'731 | 52'481 CHF | 55'858 CHF | 98.45% | 98.45% |
10.09.2024 | 6.45% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 348'554 | 348'551 | 52'313 CHF | 55'798 CHF | 98.32% | 98.32% |
09.09.2024 | 6.36% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 344'794 | 344'794 | 52'464 CHF | 55'912 CHF | 98.58% | 98.58% |