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 | 0,11% | 8,71 CHF | 8,72 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 188 150 CHF | 2 190 650 CHF | 100,00% | 100,00% |
25/09/2024 | 0,12% | 8,68 CHF | 8,69 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 161 770 CHF | 2 164 270 CHF | 100,00% | 100,00% |
24/09/2024 | 0,12% | 8,53 CHF | 8,54 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 106 580 CHF | 2 109 080 CHF | 100,00% | 100,00% |
23/09/2024 | 0,12% | 8,40 CHF | 8,41 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 095 580 CHF | 2 098 080 CHF | 100,00% | 100,00% |
20/09/2024 | 0,12% | 8,32 CHF | 8,33 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 2 068 180 CHF | 2 070 680 CHF | 100,00% | 100,00% |
19/09/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 250 000 | 250 000 | 249 995 | 249 995 | 2 008 620 CHF | 2 011 120 CHF | 98,18% | 98,18% |
18/09/2024 | 0,13% | 7,92 CHF | 7,93 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 979 000 CHF | 1 981 500 CHF | 100,00% | 100,00% |
12/09/2024 | 0,13% | 7,84 CHF | 7,85 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 907 290 CHF | 1 909 790 CHF | 100,00% | 100,00% |
11/09/2024 | 0,13% | 7,48 CHF | 7,49 CHF | 250 000 | 250 000 | 249 779 | 249 779 | 1 873 450 CHF | 1 875 950 CHF | 99,79% | 99,79% |
10/09/2024 | 0,13% | 7,44 CHF | 7,45 CHF | 250 000 | 250 000 | 250 000 | 250 000 | 1 852 750 CHF | 1 855 250 CHF | 100,00% | 100,00% |