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 | 0,88% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 003 CHF | 114 668 CHF | 99,23% | 99,23% |
25/09/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 343 032 CHF | 115 344 CHF | 99,21% | 99,21% |
24/09/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 725 CHF | 114 908 CHF | 95,45% | 95,45% |
23/09/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 338 449 CHF | 113 816 CHF | 99,20% | 99,20% |
20/09/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 344 834 CHF | 115 945 CHF | 99,22% | 99,22% |
19/09/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 342 896 CHF | 115 299 CHF | 99,25% | 99,25% |
18/09/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 361 715 CHF | 121 572 CHF | 99,29% | 99,29% |
12/09/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 371 025 CHF | 124 675 CHF | 99,21% | 99,21% |
11/09/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 552 CHF | 128 851 CHF | 99,23% | 99,23% |
10/09/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 381 227 CHF | 128 076 CHF | 97,05% | 97,05% |