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 | 0,30% | 3,20 CHF | 3,21 CHF | 250 000 | 250 000 | 78 615 | 78 615 | 260 270 CHF | 261 058 CHF | 99,97% | 99,97% |
25/09/2024 | 0,31% | 3,35 CHF | 3,36 CHF | 240 000 | 240 000 | 77 906 | 77 906 | 260 251 CHF | 261 031 CHF | 99,89% | 99,89% |
24/09/2024 | 0,32% | 3,31 CHF | 3,32 CHF | 250 000 | 250 000 | 79 704 | 79 704 | 257 695 CHF | 258 494 CHF | 100,00% | 100,00% |
23/09/2024 | 0,32% | 3,22 CHF | 3,23 CHF | 250 000 | 250 000 | 79 748 | 79 748 | 256 267 CHF | 257 066 CHF | 100,00% | 100,00% |
20/09/2024 | 0,32% | 3,15 CHF | 3,16 CHF | 250 000 | 250 000 | 79 642 | 79 642 | 253 887 CHF | 254 685 CHF | 100,00% | 100,00% |
19/09/2024 | 0,32% | 3,27 CHF | 3,28 CHF | 250 000 | 250 000 | 80 955 | 80 955 | 258 699 CHF | 259 510 CHF | 98,03% | 98,03% |
18/09/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 250 000 | 250 000 | 80 550 | 80 550 | 253 910 CHF | 254 716 CHF | 99,19% | 99,19% |
12/09/2024 | 0,33% | 3,09 CHF | 3,10 CHF | 250 000 | 250 000 | 82 008 | 82 008 | 252 420 CHF | 253 242 CHF | 99,99% | 99,99% |
11/09/2024 | 0,35% | 2,88 CHF | 2,89 CHF | 270 000 | 270 000 | 84 219 | 84 219 | 244 509 CHF | 245 352 CHF | 99,89% | 99,89% |
10/09/2024 | 0,35% | 2,91 CHF | 2,92 CHF | 260 000 | 260 000 | 83 114 | 83 114 | 245 030 CHF | 245 863 CHF | 100,00% | 100,00% |