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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19.09.2024 | 1.56% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'702 CHF | 64'702 CHF | 99.19% | 99.19% |
18.09.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 61'369 CHF | 62'369 CHF | 96.61% | 96.61% |
12.09.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'240 CHF | 67'240 CHF | 98.41% | 98.41% |
11.09.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'372 CHF | 61'372 CHF | 97.66% | 97.66% |
10.09.2024 | 1.68% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'921 CHF | 59'921 CHF | 100.00% | 100.00% |
09.09.2024 | 1.70% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 58'413 CHF | 59'413 CHF | 100.00% | 100.00% |
06.09.2024 | 1.93% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'091 | 97'184 | 53'930 CHF | 53'411 CHF | 71.62% | 71.62% |
05.09.2024 | 2.13% | 0.47 CHF | 0.48 CHF | 110'000 | 100'000 | 112'314 | 98'979 | 52'205 CHF | 47'032 CHF | 99.29% | 99.29% |
04.09.2024 | 2.17% | 0.44 CHF | 0.45 CHF | 120'000 | 100'000 | 113'679 | 100'000 | 51'922 CHF | 46'722 CHF | 98.63% | 98.63% |
03.09.2024 | 1.77% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'888 CHF | 56'888 CHF | 100.00% | 100.00% |