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 | 1,26% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 459 CHF | 119 653 CHF | 98,71% | 98,71% |
25/09/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 304 085 CHF | 102 862 CHF | 98,79% | 98,79% |
24/09/2024 | 1,39% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 322 114 CHF | 108 871 CHF | 98,57% | 98,57% |
23/09/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 297 100 CHF | 100 533 CHF | 98,73% | 98,73% |
20/09/2024 | 1,44% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 310 699 CHF | 105 066 CHF | 97,67% | 97,67% |
19/09/2024 | 1,19% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 798 CHF | 126 766 CHF | 98,83% | 98,83% |
18/09/2024 | 1,35% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 078 CHF | 111 859 CHF | 98,75% | 98,75% |
12/09/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 017 CHF | 107 506 CHF | 98,80% | 98,80% |
11/09/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 282 205 CHF | 95 568 CHF | 98,82% | 98,82% |
10/09/2024 | 1,56% | 0,60 CHF | 0,61 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 286 229 CHF | 96 910 CHF | 85,57% | 85,57% |