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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.09.2023 | 1.15% | 0.87 CHF | 0.88 CHF | 66'000 | 66'000 | 66'305 | 66'305 | 57'383 CHF | 58'046 CHF | 100.00% | 100.00% |
20.09.2023 | 1.13% | 0.87 CHF | 0.88 CHF | 63'500 | 63'500 | 63'901 | 63'901 | 56'384 CHF | 57'023 CHF | 100.00% | 100.00% |
19.09.2023 | 1.13% | 0.90 CHF | 0.91 CHF | 63'500 | 63'500 | 62'848 | 62'848 | 55'246 CHF | 55'875 CHF | 100.00% | 100.00% |
18.09.2023 | 1.11% | 0.92 CHF | 0.93 CHF | 63'000 | 63'000 | 62'509 | 62'509 | 56'256 CHF | 56'881 CHF | 100.00% | 100.00% |
15.09.2023 | 1.10% | 0.90 CHF | 0.91 CHF | 61'000 | 61'000 | 60'928 | 60'928 | 55'252 CHF | 55'861 CHF | 100.00% | 100.00% |
14.09.2023 | 1.01% | 0.94 CHF | 0.95 CHF | 57'000 | 57'000 | 57'515 | 57'515 | 56'584 CHF | 57'159 CHF | 100.00% | 100.00% |
13.09.2023 | 0.97% | 1.00 CHF | 1.01 CHF | 56'500 | 56'500 | 57'025 | 57'025 | 58'431 CHF | 59'002 CHF | 100.00% | 100.00% |
12.09.2023 | 0.98% | 1.01 CHF | 1.02 CHF | 54'500 | 54'500 | 54'464 | 54'464 | 55'159 CHF | 55'703 CHF | 100.00% | 100.00% |
11.09.2023 | 0.93% | 1.05 CHF | 1.06 CHF | 52'000 | 52'000 | 52'022 | 52'022 | 55'536 CHF | 56'056 CHF | 80.73% | 80.73% |
08.09.2023 | 0.91% | 1.09 CHF | 1.10 CHF | 54'500 | 54'500 | 54'258 | 54'258 | 59'177 CHF | 59'720 CHF | 100.00% | 100.00% |