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% | 2,47 CHF | 2,48 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 479 560 CHF | 618 983 CHF | 97,58% | 97,58% |
25/09/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 501 900 CHF | 628 291 CHF | 90,45% | 90,45% |
24/09/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 477 280 CHF | 618 034 CHF | 97,26% | 97,26% |
23/09/2024 | 0,40% | 2,46 CHF | 2,47 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 480 940 CHF | 619 559 CHF | 97,14% | 97,14% |
20/09/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 466 380 CHF | 613 491 CHF | 95,74% | 95,74% |
19/09/2024 | 0,42% | 2,40 CHF | 2,42 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 437 390 CHF | 601 414 CHF | 98,91% | 98,91% |
18/09/2024 | 0,40% | 2,49 CHF | 2,50 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 500 910 CHF | 627 879 CHF | 94,56% | 94,56% |
12/09/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 488 850 CHF | 622 856 CHF | 90,75% | 90,75% |
11/09/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 443 280 CHF | 603 868 CHF | 93,70% | 93,70% |
10/09/2024 | 0,42% | 2,40 CHF | 2,40 CHF | 600 000 | 250 000 | 600 000 | 250 000 | 1 435 120 CHF | 600 465 CHF | 91,50% | 91,50% |