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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.09.2024 | 1.65% | 0.61 CHF | 0.62 CHF | 405'000 | 405'000 | 222'194 | 222'194 | 136'659 CHF | 138'887 CHF | 99.89% | 99.89% |
10.09.2024 | 1.69% | 0.62 CHF | 0.63 CHF | 405'000 | 405'000 | 223'347 | 223'347 | 133'724 CHF | 135'963 CHF | 99.75% | 99.75% |
09.09.2024 | 1.58% | 0.59 CHF | 0.60 CHF | 405'000 | 405'000 | 220'635 | 220'635 | 139'749 CHF | 141'961 CHF | 100.00% | 100.00% |
06.09.2024 | 1.57% | 0.65 CHF | 0.66 CHF | 400'000 | 400'000 | 219'751 | 219'751 | 144'605 CHF | 146'816 CHF | 99.97% | 99.97% |
05.09.2024 | 1.57% | 0.69 CHF | 0.70 CHF | 395'000 | 395'000 | 219'949 | 219'949 | 144'441 CHF | 146'645 CHF | 99.93% | 99.93% |
04.09.2024 | 1.59% | 0.62 CHF | 0.63 CHF | 405'000 | 405'000 | 219'413 | 219'413 | 138'355 CHF | 140'553 CHF | 99.99% | 99.99% |
03.09.2024 | 1.34% | 0.71 CHF | 0.72 CHF | 395'000 | 395'000 | 213'765 | 213'765 | 160'569 CHF | 162'713 CHF | 99.84% | 99.84% |
30.08.2024 | 1.26% | 0.77 CHF | 0.78 CHF | 385'000 | 385'000 | 211'694 | 211'694 | 170'134 CHF | 172'255 CHF | 99.34% | 99.34% |
29.08.2024 | 1.28% | 0.85 CHF | 0.86 CHF | 380'000 | 380'000 | 212'756 | 212'756 | 170'371 CHF | 172'503 CHF | 100.00% | 100.00% |
28.08.2024 | 1.32% | 0.74 CHF | 0.75 CHF | 395'000 | 395'000 | 214'849 | 214'849 | 165'724 CHF | 167'876 CHF | 100.00% | 100.00% |