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 | 0,30% | 3,28 CHF | 3,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 167 071 CHF | 167 571 CHF | 99,01% | 99,01% |
25/09/2024 | 0,27% | 3,37 CHF | 3,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 030 CHF | 183 530 CHF | 98,62% | 98,62% |
24/09/2024 | 0,25% | 3,73 CHF | 3,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 201 904 CHF | 202 404 CHF | 99,07% | 99,07% |
23/09/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 196 327 CHF | 196 827 CHF | 98,60% | 98,60% |
20/09/2024 | 0,25% | 3,85 CHF | 3,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 196 783 CHF | 197 283 CHF | 97,67% | 97,67% |
19/09/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 593 CHF | 196 093 CHF | 99,39% | 99,39% |
18/09/2024 | 0,26% | 3,86 CHF | 3,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 192 538 CHF | 193 038 CHF | 99,25% | 99,25% |
12/09/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 172 696 CHF | 173 196 CHF | 99,04% | 99,04% |
11/09/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 169 157 CHF | 169 657 CHF | 99,24% | 99,24% |
10/09/2024 | 0,31% | 3,17 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 160 390 CHF | 160 890 CHF | 98,57% | 98,57% |