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 | 1,52% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 294 524 CHF | 99 675 CHF | 98,47% | 98,47% |
25/09/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 271 707 CHF | 92 069 CHF | 99,35% | 99,35% |
24/09/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 283 330 CHF | 95 943 CHF | 98,61% | 98,61% |
23/09/2024 | 1,72% | 0,57 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 699 CHF | 88 067 CHF | 99,39% | 99,39% |
20/09/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 301 299 CHF | 101 933 CHF | 97,28% | 97,28% |
19/09/2024 | 1,47% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 162 CHF | 102 887 CHF | 98,53% | 98,53% |
18/09/2024 | 1,54% | 0,65 CHF | 0,66 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 290 218 CHF | 98 239 CHF | 97,42% | 97,42% |
12/09/2024 | 1,62% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 275 899 CHF | 93 466 CHF | 98,85% | 98,85% |
11/09/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 899 CHF | 89 133 CHF | 98,95% | 98,95% |
10/09/2024 | 1,70% | 0,56 CHF | 0,57 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 262 966 CHF | 89 155 CHF | 95,82% | 95,82% |