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 | 3,75% | 0,26 CHF | 0,27 CHF | 2 215 900 | 2 215 900 | 2 228 400 | 2 228 400 | 582 405 CHF | 604 643 CHF | 100,00% | 100,00% |
25/09/2024 | 2,73% | 0,25 CHF | 0,26 CHF | 2 230 100 | 2 230 100 | 2 396 850 | 2 396 850 | 599 627 CHF | 616 249 CHF | 99,48% | 99,48% |
24/09/2024 | 2,17% | 0,24 CHF | 0,25 CHF | 2 419 300 | 2 419 300 | 2 456 290 | 2 460 410 | 558 696 CHF | 571 927 CHF | 100,00% | 100,00% |
23/09/2024 | 2,24% | 0,23 CHF | 0,23 CHF | 2 465 600 | 2 465 600 | 2 636 170 | 2 636 170 | 583 002 CHF | 596 183 CHF | 100,00% | 100,00% |
20/09/2024 | 2,33% | 0,22 CHF | 0,22 CHF | 2 659 000 | 2 659 000 | 2 901 510 | 2 902 230 | 614 428 CHF | 629 089 CHF | 100,00% | 100,00% |
19/09/2024 | 2,57% | 0,19 CHF | 0,20 CHF | 2 935 200 | 2 935 200 | 2 978 660 | 2 978 660 | 571 628 CHF | 586 521 CHF | 98,16% | 98,16% |
18/09/2024 | 2,69% | 0,19 CHF | 0,19 CHF | 2 984 700 | 2 984 700 | 2 939 780 | 2 939 780 | 538 839 CHF | 553 538 CHF | 100,00% | 100,00% |
12/09/2024 | 3,11% | 0,18 CHF | 0,18 CHF | 3 000 000 | 3 000 000 | 2 998 040 | 2 998 040 | 475 725 CHF | 490 725 CHF | 100,00% | 100,00% |
11/09/2024 | 3,24% | 0,15 CHF | 0,16 CHF | 3 000 000 | 3 000 000 | 2 994 920 | 3 000 000 | 455 611 CHF | 471 358 CHF | 99,79% | 99,79% |
10/09/2024 | 3,37% | 0,15 CHF | 0,16 CHF | 3 000 000 | 3 000 000 | 3 000 000 | 3 000 000 | 437 646 CHF | 452 646 CHF | 100,00% | 100,00% |