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% | 4,19 CHF | 4,20 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 019 240 CHF | 326 955 CHF | 99,22% | 99,22% |
25/09/2024 | 0,25% | 4,11 CHF | 4,12 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 010 490 CHF | 324 156 CHF | 99,22% | 99,22% |
24/09/2024 | 0,25% | 3,97 CHF | 3,98 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 013 700 CHF | 325 183 CHF | 93,55% | 93,55% |
23/09/2024 | 0,24% | 4,05 CHF | 4,06 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 028 970 CHF | 330 071 CHF | 99,19% | 99,19% |
20/09/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 008 600 CHF | 323 551 CHF | 99,22% | 99,22% |
19/09/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 1 010 640 CHF | 324 206 CHF | 99,23% | 99,23% |
18/09/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 950 070 CHF | 304 822 CHF | 99,28% | 99,28% |
12/09/2024 | 0,26% | 3,82 CHF | 3,83 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 946 435 CHF | 303 659 CHF | 99,19% | 99,19% |
11/09/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 895 925 CHF | 287 496 CHF | 99,22% | 99,22% |
10/09/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 250 000 | 80 000 | 250 000 | 80 000 | 903 750 CHF | 290 000 CHF | 97,04% | 97,04% |