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 | 0,64% | 1,56 CHF | 1,57 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 386 742 CHF | 155 697 CHF | 98,74% | 98,74% |
25/09/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 396 042 CHF | 159 417 CHF | 99,36% | 99,36% |
24/09/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 414 488 CHF | 166 795 CHF | 99,38% | 99,38% |
23/09/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 417 338 CHF | 167 935 CHF | 98,67% | 98,67% |
20/09/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 413 916 CHF | 166 566 CHF | 99,38% | 99,38% |
19/09/2024 | 0,62% | 1,59 CHF | 1,60 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 400 029 CHF | 161 012 CHF | 99,38% | 99,38% |
18/09/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 427 082 CHF | 171 833 CHF | 99,38% | 99,38% |
12/09/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 450 275 CHF | 181 110 CHF | 99,16% | 99,16% |
11/09/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 466 191 CHF | 187 476 CHF | 99,24% | 99,24% |
10/09/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 472 106 CHF | 189 843 CHF | 99,38% | 99,38% |