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 | 0,39% | 2,53 CHF | 2,54 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 252 954 CHF | 126 977 CHF | 98,83% | 98,83% |
25/09/2024 | 0,37% | 2,69 CHF | 2,70 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 268 249 CHF | 134 625 CHF | 98,01% | 98,01% |
24/09/2024 | 0,37% | 2,67 CHF | 2,68 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 266 718 CHF | 133 859 CHF | 98,13% | 98,13% |
23/09/2024 | 0,35% | 2,77 CHF | 2,78 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 282 294 CHF | 141 647 CHF | 98,63% | 98,63% |
20/09/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 282 599 CHF | 141 800 CHF | 98,15% | 98,15% |
19/09/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 261 572 CHF | 131 286 CHF | 98,14% | 98,14% |
18/09/2024 | 0,37% | 2,68 CHF | 2,69 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 267 390 CHF | 134 195 CHF | 95,62% | 95,62% |
12/09/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 274 284 CHF | 137 642 CHF | 95,92% | 95,92% |
11/09/2024 | 0,36% | 2,70 CHF | 2,71 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 274 493 CHF | 137 747 CHF | 97,58% | 97,58% |
10/09/2024 | 0,36% | 2,80 CHF | 2,81 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 274 851 CHF | 137 925 CHF | 84,80% | 84,80% |