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 | 1,09% | 0,89 CHF | 0,90 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 913 495 CHF | 923 495 CHF | 99,86% | 99,86% |
25/09/2024 | 1,13% | 0,90 CHF | 0,91 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 879 296 CHF | 889 296 CHF | 100,00% | 100,00% |
24/09/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 922 527 CHF | 932 527 CHF | 100,00% | 100,00% |
23/09/2024 | 1,05% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 945 134 CHF | 955 134 CHF | 99,09% | 99,09% |
20/09/2024 | 1,10% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 907 768 CHF | 917 768 CHF | 100,00% | 100,00% |
19/09/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 916 110 CHF | 926 110 CHF | 97,80% | 97,80% |
18/09/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 931 163 CHF | 941 163 CHF | 100,00% | 100,00% |
12/09/2024 | 0,96% | 1,02 CHF | 1,03 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 036 160 CHF | 1 046 160 CHF | 99,93% | 99,93% |
11/09/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 1 000 000 | 1 000 000 | 999 127 | 999 127 | 1 018 110 CHF | 1 028 110 CHF | 99,57% | 99,57% |
10/09/2024 | 0,97% | 1,03 CHF | 1,04 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 021 020 CHF | 1 031 020 CHF | 100,00% | 100,00% |