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 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 144 CHF | 129 715 CHF | 95,72% | 95,72% |
25/09/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 958 CHF | 129 986 CHF | 85,88% | 85,88% |
24/09/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 592 CHF | 128 864 CHF | 88,84% | 88,84% |
23/09/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 387 394 CHF | 130 131 CHF | 90,66% | 90,66% |
20/09/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 391 563 CHF | 131 521 CHF | 92,15% | 92,15% |
19/09/2024 | 0,72% | 1,35 CHF | 1,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 413 056 CHF | 138 685 CHF | 96,45% | 96,45% |
18/09/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 410 958 CHF | 137 986 CHF | 92,10% | 92,10% |
12/09/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 400 439 CHF | 134 480 CHF | 95,79% | 95,79% |
11/09/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 399 938 CHF | 134 313 CHF | 92,33% | 92,33% |
10/09/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 393 858 CHF | 132 286 CHF | 79,13% | 79,13% |