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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 1,09% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 770 CHF | 92 590 CHF | 98,76% | 98,76% |
24/09/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 132 CHF | 91 711 CHF | 99,27% | 99,27% |
23/09/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 062 CHF | 91 021 CHF | 99,39% | 99,39% |
20/09/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 765 CHF | 92 588 CHF | 99,39% | 99,39% |
19/09/2024 | 1,12% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 266 429 CHF | 89 810 CHF | 99,40% | 99,40% |
18/09/2024 | 1,07% | 0,92 CHF | 0,93 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 278 779 CHF | 93 926 CHF | 99,35% | 99,35% |
12/09/2024 | 0,95% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 313 506 CHF | 105 502 CHF | 99,41% | 99,41% |
11/09/2024 | 0,94% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 318 301 CHF | 107 100 CHF | 99,12% | 99,12% |
10/09/2024 | 0,89% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 333 877 CHF | 112 292 CHF | 97,21% | 97,21% |
09/09/2024 | 0,86% | 1,13 CHF | 1,14 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 346 985 CHF | 116 662 CHF | 98,22% | 98,22% |