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% | 3,85 CHF | 3,87 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 164 940 CHF | 389 815 CHF | 99,22% | 99,22% |
25/09/2024 | 0,42% | 3,68 CHF | 3,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 064 740 CHF | 356 414 CHF | 99,23% | 99,23% |
24/09/2024 | 0,43% | 3,48 CHF | 3,50 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 051 230 CHF | 351 910 CHF | 99,17% | 99,17% |
23/09/2024 | 0,43% | 3,43 CHF | 3,45 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 041 820 CHF | 348 774 CHF | 99,22% | 99,22% |
20/09/2024 | 0,43% | 3,35 CHF | 3,36 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 036 100 CHF | 346 866 CHF | 99,22% | 99,22% |
19/09/2024 | 0,44% | 3,50 CHF | 3,51 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 1 009 470 CHF | 337 990 CHF | 99,21% | 99,21% |
18/09/2024 | 0,47% | 3,19 CHF | 3,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 962 785 CHF | 322 428 CHF | 99,18% | 99,18% |
12/09/2024 | 0,46% | 3,26 CHF | 3,27 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 969 510 CHF | 324 670 CHF | 99,18% | 99,18% |
11/09/2024 | 0,52% | 2,89 CHF | 2,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 868 691 CHF | 291 064 CHF | 99,19% | 99,19% |
10/09/2024 | 0,55% | 2,73 CHF | 2,74 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 813 688 CHF | 272 729 CHF | 97,01% | 97,01% |