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 | 0,23% | 4,59 CHF | 4,60 CHF | 50 000 | 50 000 | 48 647 | 48 647 | 222 977 CHF | 223 475 CHF | 98,48% | 98,48% |
25/09/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 219 853 CHF | 220 353 CHF | 99,51% | 99,51% |
24/09/2024 | 0,25% | 4,26 CHF | 4,27 CHF | 50 000 | 50 000 | 46 318 | 46 318 | 197 476 CHF | 197 929 CHF | 100,00% | 100,00% |
23/09/2024 | 0,24% | 4,19 CHF | 4,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 042 CHF | 210 542 CHF | 100,00% | 100,00% |
20/09/2024 | 0,21% | 4,13 CHF | 4,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 210 406 CHF | 210 856 CHF | 89,67% | 89,67% |
19/09/2024 | 0,24% | 4,24 CHF | 4,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 949 CHF | 212 449 CHF | 99,34% | 99,34% |
18/09/2024 | 0,22% | 4,05 CHF | 4,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 202 718 CHF | 203 168 CHF | 99,39% | 99,39% |
12/09/2024 | 0,23% | 3,95 CHF | 3,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 196 472 CHF | 196 922 CHF | 98,40% | 98,40% |
11/09/2024 | 0,26% | 3,77 CHF | 3,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 189 546 CHF | 190 046 CHF | 97,66% | 97,66% |
10/09/2024 | 0,36% | 3,77 CHF | 3,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 189 061 CHF | 189 746 CHF | 100,00% | 100,00% |