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 | 0,42% | 2,35 CHF | 2,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 715 949 CHF | 239 650 CHF | 99,23% | 99,23% |
25/09/2024 | 0,46% | 2,19 CHF | 2,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 646 897 CHF | 216 632 CHF | 99,24% | 99,24% |
24/09/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 641 572 CHF | 214 857 CHF | 99,19% | 99,19% |
23/09/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 632 765 CHF | 211 922 CHF | 99,24% | 99,24% |
20/09/2024 | 0,47% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 641 930 CHF | 214 977 CHF | 99,24% | 99,24% |
19/09/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 663 113 CHF | 222 038 CHF | 99,23% | 99,23% |
18/09/2024 | 0,48% | 2,05 CHF | 2,06 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 619 864 CHF | 207 621 CHF | 99,19% | 99,19% |
12/09/2024 | 0,47% | 2,11 CHF | 2,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 639 091 CHF | 214 030 CHF | 99,23% | 99,23% |
11/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 578 020 CHF | 193 673 CHF | 99,23% | 99,23% |
10/09/2024 | 0,55% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 544 668 CHF | 182 556 CHF | 97,03% | 97,03% |