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 | 0,35% | 2,86 CHF | 2,87 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 170 055 CHF | 170 655 CHF | 99,57% | 99,57% |
25/09/2024 | 0,37% | 2,72 CHF | 2,73 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 162 971 CHF | 163 571 CHF | 99,90% | 99,90% |
24/09/2024 | 0,36% | 2,72 CHF | 2,73 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 164 429 CHF | 165 029 CHF | 100,00% | 100,00% |
23/09/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 163 728 CHF | 164 328 CHF | 100,00% | 100,00% |
20/09/2024 | 0,37% | 2,70 CHF | 2,71 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 161 917 CHF | 162 517 CHF | 99,89% | 99,89% |
19/09/2024 | 0,37% | 2,73 CHF | 2,74 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 160 143 CHF | 160 743 CHF | 100,00% | 100,00% |
18/09/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 150 398 CHF | 150 998 CHF | 100,00% | 100,00% |
12/09/2024 | 0,41% | 2,45 CHF | 2,46 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 144 617 CHF | 145 217 CHF | 100,00% | 100,00% |
11/09/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 129 030 CHF | 129 630 CHF | 100,00% | 100,00% |
10/09/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 129 490 CHF | 130 090 CHF | 99,84% | 99,84% |