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% | 2,55 CHF | 2,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 191 297 CHF | 192 047 CHF | 99,56% | 99,56% |
25/09/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 183 377 CHF | 184 127 CHF | 99,89% | 99,89% |
24/09/2024 | 0,41% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 180 413 CHF | 181 163 CHF | 100,00% | 100,00% |
23/09/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 748 CHF | 178 498 CHF | 100,00% | 100,00% |
20/09/2024 | 0,41% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 181 763 CHF | 182 513 CHF | 99,88% | 99,88% |
19/09/2024 | 0,40% | 2,54 CHF | 2,55 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 188 635 CHF | 189 385 CHF | 100,00% | 100,00% |
18/09/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 174 239 CHF | 174 989 CHF | 100,00% | 100,00% |
12/09/2024 | 0,48% | 2,08 CHF | 2,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 157 304 CHF | 158 054 CHF | 100,00% | 100,00% |
11/09/2024 | 0,49% | 1,97 CHF | 1,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 151 586 CHF | 152 336 CHF | 100,00% | 100,00% |
10/09/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 153 361 CHF | 154 111 CHF | 99,78% | 99,78% |