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 | 0,28% | 3,48 CHF | 3,49 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 065 260 CHF | 356 085 CHF | 99,23% | 99,23% |
25/09/2024 | 0,29% | 3,49 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 040 220 CHF | 347 740 CHF | 99,23% | 99,23% |
24/09/2024 | 0,28% | 3,45 CHF | 3,46 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 054 790 CHF | 352 596 CHF | 95,29% | 95,29% |
23/09/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 067 730 CHF | 356 910 CHF | 99,21% | 99,21% |
20/09/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 083 200 CHF | 362 067 CHF | 99,23% | 99,23% |
19/09/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 084 880 CHF | 362 626 CHF | 99,24% | 99,24% |
18/09/2024 | 0,28% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 066 630 CHF | 356 542 CHF | 98,83% | 98,83% |
12/09/2024 | 0,29% | 3,37 CHF | 3,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 016 440 CHF | 339 815 CHF | 99,19% | 99,19% |
11/09/2024 | 0,31% | 3,18 CHF | 3,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 963 036 CHF | 322 012 CHF | 99,21% | 99,21% |
10/09/2024 | 0,32% | 3,18 CHF | 3,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 937 082 CHF | 313 361 CHF | 97,05% | 97,05% |