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 | 0,21% | 4,97 CHF | 4,98 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 601 802 CHF | 603 052 CHF | 92,88% | 92,88% |
25/09/2024 | 0,20% | 4,95 CHF | 4,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 624 891 CHF | 626 141 CHF | 98,53% | 98,53% |
24/09/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 622 412 CHF | 623 662 CHF | 99,24% | 99,24% |
23/09/2024 | 0,19% | 5,12 CHF | 5,13 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 660 639 CHF | 661 889 CHF | 98,63% | 98,63% |
20/09/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 661 602 CHF | 662 852 CHF | 96,09% | 96,09% |
19/09/2024 | 0,18% | 5,31 CHF | 5,32 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 683 696 CHF | 684 946 CHF | 99,27% | 99,27% |
18/09/2024 | 0,18% | 5,61 CHF | 5,62 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 700 063 CHF | 701 313 CHF | 99,30% | 99,30% |
12/09/2024 | 0,18% | 5,63 CHF | 5,64 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 712 046 CHF | 713 296 CHF | 99,03% | 99,03% |
11/09/2024 | 0,17% | 5,85 CHF | 5,86 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 717 646 CHF | 718 896 CHF | 98,87% | 98,87% |
10/09/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 732 249 CHF | 733 499 CHF | 98,56% | 98,56% |