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 | 0,59% | 1,66 CHF | 1,67 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 211 999 CHF | 213 249 CHF | 98,31% | 98,31% |
25/09/2024 | 0,63% | 1,68 CHF | 1,69 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 199 460 CHF | 200 710 CHF | 98,53% | 98,53% |
24/09/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 196 224 CHF | 197 474 CHF | 99,24% | 99,24% |
23/09/2024 | 0,65% | 1,48 CHF | 1,49 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 192 324 CHF | 193 574 CHF | 98,66% | 98,66% |
20/09/2024 | 0,66% | 1,46 CHF | 1,47 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 188 768 CHF | 190 018 CHF | 96,11% | 96,11% |
19/09/2024 | 0,72% | 1,45 CHF | 1,46 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 171 933 CHF | 173 183 CHF | 99,49% | 99,49% |
18/09/2024 | 0,74% | 1,30 CHF | 1,31 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 168 848 CHF | 170 098 CHF | 99,18% | 99,18% |
12/09/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 160 479 CHF | 161 729 CHF | 99,07% | 99,07% |
11/09/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 145 898 CHF | 147 148 CHF | 99,13% | 99,13% |
10/09/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 148 048 CHF | 149 298 CHF | 98,62% | 98,62% |