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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.09.2024 | 3.40% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 173'334 CHF | 59'778 CHF | 99.27% | 99.27% |
12.09.2024 | 3.17% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 186'374 CHF | 64'125 CHF | 99.27% | 99.27% |
11.09.2024 | 3.42% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 599'988 | 200'000 | 172'566 CHF | 59'523 CHF | 99.25% | 99.25% |
10.09.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 168'178 CHF | 58'059 CHF | 99.16% | 99.16% |
09.09.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'586 CHF | 55'862 CHF | 99.27% | 99.27% |
06.09.2024 | 3.32% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 600'000 | 199'988 | 178'209 CHF | 61'400 CHF | 99.26% | 99.26% |
05.09.2024 | 3.29% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 199'973 | 180'157 CHF | 62'044 CHF | 99.26% | 99.26% |
04.09.2024 | 2.67% | 0.38 CHF | 0.39 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 221'817 CHF | 75'939 CHF | 97.63% | 97.63% |
03.09.2024 | 1.84% | 0.46 CHF | 0.47 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 323'983 CHF | 109'994 CHF | 99.25% | 99.25% |
30.08.2024 | 1.76% | 0.59 CHF | 0.60 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 338'200 CHF | 114'733 CHF | 99.25% | 99.25% |