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 | 0,46% | 2,18 CHF | 2,19 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 300 530 CHF | 435 510 CHF | 98,81% | 98,81% |
25/09/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 277 430 CHF | 427 809 CHF | 98,77% | 98,77% |
24/09/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 273 000 CHF | 426 333 CHF | 98,71% | 98,71% |
23/09/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 248 810 CHF | 418 270 CHF | 98,75% | 98,75% |
20/09/2024 | 0,48% | 2,09 CHF | 2,10 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 257 020 CHF | 421 008 CHF | 98,16% | 98,16% |
19/09/2024 | 0,48% | 2,10 CHF | 2,11 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 253 000 CHF | 419 666 CHF | 98,83% | 98,83% |
18/09/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 228 370 CHF | 411 458 CHF | 98,71% | 98,71% |
12/09/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 125 900 CHF | 377 299 CHF | 98,73% | 98,73% |
11/09/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 095 410 CHF | 367 136 CHF | 98,30% | 98,30% |
10/09/2024 | 0,50% | 1,90 CHF | 1,91 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 191 470 CHF | 399 156 CHF | 85,15% | 85,15% |