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 | 0,51% | 1,93 CHF | 1,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 590 616 CHF | 197 872 CHF | 99,23% | 99,23% |
25/09/2024 | 0,57% | 1,78 CHF | 1,79 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 521 252 CHF | 174 751 CHF | 99,24% | 99,24% |
24/09/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 516 536 CHF | 173 179 CHF | 99,19% | 99,19% |
23/09/2024 | 0,59% | 1,66 CHF | 1,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 507 654 CHF | 170 218 CHF | 99,24% | 99,24% |
20/09/2024 | 0,58% | 1,62 CHF | 1,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 516 494 CHF | 173 165 CHF | 99,24% | 99,24% |
19/09/2024 | 0,56% | 1,82 CHF | 1,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 538 012 CHF | 180 337 CHF | 99,23% | 99,23% |
18/09/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 495 759 CHF | 166 253 CHF | 99,19% | 99,19% |
12/09/2024 | 0,58% | 1,70 CHF | 1,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 514 693 CHF | 172 564 CHF | 99,23% | 99,23% |
11/09/2024 | 0,66% | 1,52 CHF | 1,53 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 454 588 CHF | 152 529 CHF | 99,23% | 99,23% |
10/09/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 421 196 CHF | 141 399 CHF | 97,03% | 97,03% |