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 | 0,97% | 1,04 CHF | 1,05 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 680 CHF | 207 680 CHF | 99,63% | 99,63% |
25/09/2024 | 1,01% | 0,97 CHF | 0,98 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 197 207 CHF | 199 207 CHF | 99,68% | 99,68% |
24/09/2024 | 1,00% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 198 339 CHF | 200 339 CHF | 100,00% | 100,00% |
23/09/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 195 277 CHF | 197 277 CHF | 99,24% | 99,24% |
20/09/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 205 941 CHF | 207 941 CHF | 100,00% | 100,00% |
19/09/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 201 559 CHF | 203 559 CHF | 100,00% | 100,00% |
18/09/2024 | 1,01% | 0,98 CHF | 0,99 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 197 021 CHF | 199 021 CHF | 99,61% | 99,61% |
12/09/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 184 988 CHF | 186 988 CHF | 100,00% | 100,00% |
11/09/2024 | 1,12% | 0,88 CHF | 0,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 176 972 CHF | 178 972 CHF | 100,00% | 100,00% |
10/09/2024 | 1,10% | 0,87 CHF | 0,88 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 180 322 CHF | 182 322 CHF | 95,50% | 95,50% |