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 | 0,31% | 3,33 CHF | 3,34 CHF | 75 000 | 75 000 | 73 262 | 73 262 | 244 113 CHF | 244 864 CHF | 99,09% | 99,09% |
25/09/2024 | 0,30% | 3,36 CHF | 3,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 252 713 CHF | 253 463 CHF | 99,88% | 99,88% |
24/09/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 247 919 CHF | 248 669 CHF | 100,00% | 100,00% |
23/09/2024 | 0,31% | 3,28 CHF | 3,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 325 475 CHF | 326 475 CHF | 100,00% | 100,00% |
20/09/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 324 016 CHF | 325 016 CHF | 90,63% | 90,63% |
19/09/2024 | 0,31% | 3,24 CHF | 3,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 325 345 CHF | 326 345 CHF | 99,40% | 99,40% |
18/09/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 240 388 CHF | 241 138 CHF | 97,20% | 97,20% |
12/09/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 312 218 CHF | 313 218 CHF | 97,74% | 97,74% |
11/09/2024 | 0,33% | 3,07 CHF | 3,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 304 290 CHF | 305 290 CHF | 98,93% | 98,93% |
10/09/2024 | 0,46% | 3,01 CHF | 3,02 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 303 717 CHF | 305 113 CHF | 100,00% | 100,00% |