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 | 11.38% | 0.08 CHF | 0.09 CHF | 600'000 | 300'000 | 609'591 | 309'591 | 50'541 CHF | 28'753 CHF | 98.86% | 98.86% |
24.09.2024 | 11.39% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 610'971 | 310'504 | 50'616 CHF | 28'814 CHF | 99.58% | 99.58% |
23.09.2024 | 9.88% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 526'429 | 430'215 | 50'626 CHF | 46'253 CHF | 99.81% | 99.81% |
20.09.2024 | 10.61% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 576'340 | 306'417 | 51'425 CHF | 30'461 CHF | 98.27% | 98.27% |
19.09.2024 | 9.15% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 488'184 | 488'183 | 50'936 CHF | 55'818 CHF | 100.00% | 100.00% |
18.09.2024 | 8.03% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'736 | 425'737 | 50'920 CHF | 55'177 CHF | 99.80% | 99.80% |
12.09.2024 | 6.98% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 378'448 | 378'448 | 52'343 CHF | 56'128 CHF | 100.00% | 100.00% |
11.09.2024 | 7.34% | 0.14 CHF | 0.15 CHF | 375'000 | 375'000 | 397'827 | 397'827 | 52'220 CHF | 56'198 CHF | 99.80% | 99.80% |
10.09.2024 | 9.28% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 490'177 | 490'175 | 50'386 CHF | 55'287 CHF | 98.58% | 98.58% |
09.09.2024 | 9.08% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 480'582 | 480'577 | 50'560 CHF | 55'365 CHF | 99.23% | 99.23% |