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 | 0,25% | 3,88 CHF | 3,89 CHF | 250 000 | 250 000 | 78 611 | 78 611 | 314 040 CHF | 314 828 CHF | 99,97% | 99,97% |
25/09/2024 | 0,25% | 4,03 CHF | 4,04 CHF | 240 000 | 240 000 | 77 912 | 77 912 | 313 517 CHF | 314 297 CHF | 99,89% | 99,89% |
24/09/2024 | 0,26% | 3,99 CHF | 4,00 CHF | 250 000 | 250 000 | 79 707 | 79 707 | 312 148 CHF | 312 946 CHF | 100,00% | 100,00% |
23/09/2024 | 0,26% | 3,90 CHF | 3,91 CHF | 250 000 | 250 000 | 79 748 | 79 748 | 310 934 CHF | 311 732 CHF | 100,00% | 100,00% |
20/09/2024 | 0,26% | 3,83 CHF | 3,84 CHF | 250 000 | 250 000 | 79 644 | 79 644 | 308 354 CHF | 309 151 CHF | 100,00% | 100,00% |
19/09/2024 | 0,27% | 3,96 CHF | 3,97 CHF | 250 000 | 250 000 | 80 972 | 80 972 | 314 071 CHF | 314 883 CHF | 98,02% | 98,02% |
18/09/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 250 000 | 250 000 | 80 563 | 80 563 | 308 750 CHF | 309 557 CHF | 99,18% | 99,18% |
12/09/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 250 000 | 250 000 | 81 969 | 81 969 | 308 581 CHF | 309 401 CHF | 99,97% | 99,97% |
11/09/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 270 000 | 270 000 | 84 224 | 84 224 | 302 037 CHF | 302 881 CHF | 99,89% | 99,89% |
10/09/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 260 000 | 260 000 | 83 116 | 83 116 | 301 749 CHF | 302 581 CHF | 100,00% | 100,00% |