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 | 4.16% | 0.26 CHF | 0.27 CHF | 190'587 | 100'000 | 188'819 | 97'300 | 45'065 CHF | 24'216 CHF | 99.22% | 99.22% |
25.09.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 190'341 | 100'000 | 189'566 | 100'000 | 49'367 CHF | 27'050 CHF | 95.68% | 95.68% |
24.09.2024 | 3.32% | 0.29 CHF | 0.30 CHF | 180'000 | 100'000 | 173'324 | 100'000 | 51'386 CHF | 30'662 CHF | 100.00% | 100.00% |
23.09.2024 | 2.94% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 154'960 | 100'000 | 51'861 CHF | 34'487 CHF | 100.00% | 100.00% |
20.09.2024 | 2.89% | 0.34 CHF | 0.35 CHF | 150'000 | 100'000 | 150'298 | 100'000 | 51'243 CHF | 35'096 CHF | 89.67% | 89.67% |
19.09.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 160'000 | 100'000 | 159'544 | 100'000 | 52'011 CHF | 33'628 CHF | 99.35% | 99.35% |
18.09.2024 | 2.55% | 0.39 CHF | 0.40 CHF | 130'000 | 100'000 | 133'618 | 100'000 | 51'684 CHF | 39'699 CHF | 96.61% | 96.61% |
12.09.2024 | 2.55% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 134'297 | 100'000 | 51'966 CHF | 39'723 CHF | 98.41% | 98.41% |
11.09.2024 | 2.69% | 0.40 CHF | 0.41 CHF | 130'000 | 100'000 | 140'090 | 100'000 | 51'354 CHF | 37'721 CHF | 96.24% | 96.24% |
10.09.2024 | 2.95% | 0.35 CHF | 0.36 CHF | 150'000 | 100'000 | 155'655 | 100'000 | 52'000 CHF | 34'442 CHF | 99.99% | 99.99% |