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 | 0,39% | 2,53 CHF | 2,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 137 620 CHF | 380 708 CHF | 98,72% | 98,72% |
25/09/2024 | 0,39% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 155 180 CHF | 386 561 CHF | 98,24% | 98,24% |
24/09/2024 | 0,39% | 2,53 CHF | 2,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 139 300 CHF | 381 268 CHF | 98,40% | 98,40% |
23/09/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 172 510 CHF | 392 336 CHF | 97,87% | 97,87% |
20/09/2024 | 0,38% | 2,63 CHF | 2,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 178 500 CHF | 394 335 CHF | 98,18% | 98,18% |
19/09/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 140 070 CHF | 381 524 CHF | 98,75% | 98,75% |
18/09/2024 | 0,39% | 2,57 CHF | 2,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 153 810 CHF | 386 102 CHF | 98,34% | 98,34% |
12/09/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 182 520 CHF | 395 675 CHF | 98,61% | 98,61% |
11/09/2024 | 0,38% | 2,62 CHF | 2,63 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 182 140 CHF | 395 545 CHF | 98,73% | 98,73% |
10/09/2024 | 0,38% | 2,64 CHF | 2,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 1 178 740 CHF | 394 412 CHF | 85,12% | 85,12% |