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 | 0,67% | 1,49 CHF | 1,50 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 670 349 CHF | 224 950 CHF | 98,72% | 98,72% |
25/09/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 686 758 CHF | 230 420 CHF | 98,24% | 98,24% |
24/09/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 673 057 CHF | 225 852 CHF | 98,39% | 98,39% |
23/09/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 705 495 CHF | 236 665 CHF | 97,87% | 97,87% |
20/09/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 710 384 CHF | 238 295 CHF | 98,18% | 98,18% |
19/09/2024 | 0,67% | 1,51 CHF | 1,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 673 597 CHF | 226 032 CHF | 98,75% | 98,75% |
18/09/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 689 702 CHF | 231 401 CHF | 98,34% | 98,34% |
12/09/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 717 682 CHF | 240 727 CHF | 98,63% | 98,63% |
11/09/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 720 956 CHF | 241 819 CHF | 98,73% | 98,73% |
10/09/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 716 536 CHF | 240 345 CHF | 85,13% | 85,13% |