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 | 0,38% | 3,81 CHF | 3,83 CHF | 50 000 | 50 000 | 48 699 | 48 699 | 185 950 CHF | 186 648 CHF | 98,90% | 98,90% |
25/09/2024 | 0,36% | 3,95 CHF | 3,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 193 286 CHF | 193 974 CHF | 99,62% | 99,62% |
24/09/2024 | 0,49% | 3,69 CHF | 3,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 054 CHF | 183 960 CHF | 100,00% | 100,00% |
23/09/2024 | 0,63% | 3,67 CHF | 3,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 183 072 CHF | 184 230 CHF | 100,00% | 100,00% |
20/09/2024 | 0,60% | 3,61 CHF | 3,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 180 713 CHF | 181 806 CHF | 90,17% | 90,17% |
19/09/2024 | 0,63% | 3,54 CHF | 3,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 175 462 CHF | 176 570 CHF | 99,39% | 99,39% |
18/09/2024 | 0,64% | 3,51 CHF | 3,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 179 410 CHF | 180 562 CHF | 99,33% | 99,33% |
12/09/2024 | 0,62% | 3,70 CHF | 3,72 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 184 402 CHF | 185 556 CHF | 97,94% | 97,94% |
11/09/2024 | 0,61% | 3,67 CHF | 3,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 181 984 CHF | 183 105 CHF | 98,75% | 98,75% |
10/09/2024 | 0,63% | 3,60 CHF | 3,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 180 194 CHF | 181 337 CHF | 100,00% | 100,00% |