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 | 0,37% | 2,67 CHF | 2,68 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 320 381 CHF | 321 581 CHF | 100,00% | 100,00% |
25/09/2024 | 0,39% | 2,61 CHF | 2,62 CHF | 120 000 | 120 000 | 120 000 | 120 000 | 309 299 CHF | 310 499 CHF | 99,52% | 99,52% |
24/09/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 120 000 | 120 000 | 120 023 | 120 023 | 301 452 CHF | 302 652 CHF | 99,51% | 99,51% |
23/09/2024 | 0,40% | 2,47 CHF | 2,48 CHF | 120 000 | 120 000 | 120 150 | 120 150 | 297 917 CHF | 299 119 CHF | 100,00% | 100,00% |
20/09/2024 | 0,40% | 2,44 CHF | 2,45 CHF | 130 000 | 130 000 | 120 808 | 120 808 | 300 491 CHF | 301 699 CHF | 100,00% | 100,00% |
19/09/2024 | 0,40% | 2,50 CHF | 2,51 CHF | 120 000 | 120 000 | 120 385 | 120 385 | 300 740 CHF | 301 944 CHF | 97,79% | 97,79% |
18/09/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 312 783 CHF | 314 083 CHF | 100,00% | 100,00% |
12/09/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 304 648 CHF | 305 948 CHF | 99,98% | 99,98% |
11/09/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 130 000 | 130 000 | 129 936 | 129 936 | 295 516 CHF | 296 816 CHF | 100,00% | 100,00% |
10/09/2024 | 0,44% | 2,26 CHF | 2,27 CHF | 130 000 | 130 000 | 130 000 | 130 000 | 295 165 CHF | 296 465 CHF | 100,00% | 100,00% |