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% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 467 672 CHF | 156 891 CHF | 99,23% | 99,23% |
25/09/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 469 884 CHF | 157 628 CHF | 99,21% | 99,21% |
24/09/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 468 951 CHF | 157 317 CHF | 95,44% | 95,44% |
23/09/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 465 441 CHF | 156 147 CHF | 99,20% | 99,20% |
20/09/2024 | 0,63% | 1,60 CHF | 1,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 471 441 CHF | 158 147 CHF | 99,22% | 99,22% |
19/09/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 469 565 CHF | 157 522 CHF | 99,25% | 99,25% |
18/09/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 487 996 CHF | 163 665 CHF | 99,27% | 99,27% |
12/09/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 499 126 CHF | 167 375 CHF | 99,21% | 99,21% |
11/09/2024 | 0,59% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 510 286 CHF | 171 095 CHF | 99,23% | 99,23% |
10/09/2024 | 0,59% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 507 686 CHF | 170 229 CHF | 97,05% | 97,05% |