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 | 1,34% | 0,75 CHF | 0,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 444 411 CHF | 150 137 CHF | 95,39% | 95,39% |
25/09/2024 | 1,17% | 0,85 CHF | 0,86 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 511 427 CHF | 172 476 CHF | 83,74% | 83,74% |
24/09/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 514 501 CHF | 173 500 CHF | 85,55% | 85,55% |
23/09/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 530 526 CHF | 178 842 CHF | 85,41% | 85,41% |
20/09/2024 | 1,12% | 0,89 CHF | 0,90 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 532 182 CHF | 179 394 CHF | 94,49% | 94,49% |
19/09/2024 | 1,21% | 0,81 CHF | 0,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 491 208 CHF | 165 736 CHF | 87,80% | 87,80% |
18/09/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 515 337 CHF | 173 779 CHF | 74,76% | 74,76% |
12/09/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 536 518 CHF | 180 839 CHF | 89,16% | 89,16% |
11/09/2024 | 1,06% | 0,93 CHF | 0,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 562 656 CHF | 189 552 CHF | 90,59% | 90,59% |
10/09/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 566 228 CHF | 190 743 CHF | 80,47% | 80,47% |