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 | 1,17% | 0,85 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 915 CHF | 64 665 CHF | 99,00% | 99,00% |
25/09/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 106 CHF | 66 856 CHF | 98,75% | 98,75% |
24/09/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 202 CHF | 64 952 CHF | 99,06% | 99,06% |
23/09/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 725 CHF | 69 475 CHF | 98,58% | 98,58% |
20/09/2024 | 1,07% | 0,94 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 783 CHF | 70 533 CHF | 97,65% | 97,65% |
19/09/2024 | 1,15% | 0,88 CHF | 0,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 752 CHF | 65 502 CHF | 99,37% | 99,37% |
18/09/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 948 CHF | 67 698 CHF | 99,25% | 99,25% |
12/09/2024 | 1,03% | 0,98 CHF | 0,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 714 CHF | 73 464 CHF | 99,05% | 99,05% |
11/09/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 805 CHF | 73 555 CHF | 99,30% | 99,30% |
10/09/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 73 209 CHF | 73 959 CHF | 98,57% | 98,57% |