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 | 0,36% | 2,75 CHF | 2,76 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 261 008 CHF | 261 958 CHF | 100,00% | 100,00% |
25/09/2024 | 0,37% | 2,62 CHF | 2,63 CHF | 100 000 | 100 000 | 95 650 | 95 650 | 254 900 CHF | 255 857 CHF | 100,00% | 100,00% |
24/09/2024 | 0,36% | 2,67 CHF | 2,68 CHF | 95 000 | 95 000 | 95 009 | 95 009 | 261 611 CHF | 262 561 CHF | 99,74% | 99,74% |
23/09/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 100 000 | 100 000 | 99 186 | 99 186 | 259 560 CHF | 260 552 CHF | 99,95% | 99,95% |
20/09/2024 | 0,38% | 2,59 CHF | 2,60 CHF | 100 000 | 100 000 | 99 558 | 99 558 | 260 449 CHF | 261 445 CHF | 99,93% | 99,93% |
19/09/2024 | 0,38% | 2,65 CHF | 2,66 CHF | 95 000 | 95 000 | 96 899 | 96 899 | 256 050 CHF | 257 019 CHF | 98,18% | 98,18% |
18/09/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 256 467 CHF | 257 467 CHF | 99,96% | 99,96% |
12/09/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 248 310 CHF | 249 310 CHF | 100,00% | 100,00% |
11/09/2024 | 0,42% | 2,40 CHF | 2,41 CHF | 105 000 | 105 000 | 101 831 | 101 831 | 244 588 CHF | 245 607 CHF | 100,00% | 100,00% |
10/09/2024 | 0,41% | 2,36 CHF | 2,37 CHF | 105 000 | 105 000 | 101 068 | 101 068 | 244 311 CHF | 245 322 CHF | 100,00% | 100,00% |