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 | 1.58% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'749 CHF | 38'349 CHF | 100.00% | 100.00% |
25.09.2024 | 1.60% | 0.61 CHF | 0.62 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'105 CHF | 37'705 CHF | 100.00% | 100.00% |
24.09.2024 | 1.69% | 0.59 CHF | 0.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 35'302 CHF | 35'902 CHF | 100.00% | 100.00% |
23.09.2024 | 1.59% | 0.63 CHF | 0.64 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 37'363 CHF | 37'963 CHF | 100.00% | 100.00% |
20.09.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 36'899 CHF | 37'499 CHF | 100.00% | 100.00% |
19.09.2024 | 1.26% | 0.74 CHF | 0.75 CHF | 60'000 | 60'000 | 59'999 | 59'999 | 47'520 CHF | 48'120 CHF | 98.17% | 98.17% |
18.09.2024 | 1.28% | 0.86 CHF | 0.87 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 46'805 CHF | 47'405 CHF | 100.00% | 100.00% |
12.09.2024 | 1.02% | 0.97 CHF | 0.98 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 58'660 CHF | 59'260 CHF | 100.00% | 100.00% |
11.09.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 60'000 | 60'000 | 59'957 | 59'957 | 60'579 CHF | 61'179 CHF | 99.61% | 99.61% |
10.09.2024 | 0.89% | 1.10 CHF | 1.11 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 66'905 CHF | 67'505 CHF | 99.82% | 99.82% |