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 | 0,40% | 2,51 CHF | 2,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 125 418 CHF | 125 918 CHF | 100,00% | 100,00% |
25/09/2024 | 0,37% | 2,66 CHF | 2,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 816 CHF | 135 316 CHF | 100,00% | 100,00% |
24/09/2024 | 0,35% | 2,73 CHF | 2,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 100 CHF | 141 600 CHF | 100,00% | 100,00% |
23/09/2024 | 0,34% | 2,90 CHF | 2,91 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 537 CHF | 147 037 CHF | 100,00% | 100,00% |
20/09/2024 | 0,37% | 2,80 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 134 961 CHF | 135 461 CHF | 99,44% | 99,44% |
19/09/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 50 000 | 50 000 | 49 999 | 49 999 | 134 254 CHF | 134 754 CHF | 98,18% | 98,18% |
18/09/2024 | 0,36% | 2,82 CHF | 2,83 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 223 CHF | 138 723 CHF | 100,00% | 100,00% |
12/09/2024 | 0,34% | 2,83 CHF | 2,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 146 715 CHF | 147 215 CHF | 99,99% | 99,99% |
11/09/2024 | 0,32% | 2,98 CHF | 2,99 CHF | 50 000 | 50 000 | 49 953 | 49 953 | 153 928 CHF | 154 428 CHF | 99,61% | 99,61% |
10/09/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 362 CHF | 153 862 CHF | 100,00% | 100,00% |