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 | 0,48% | 2,06 CHF | 2,07 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 154 539 CHF | 155 289 CHF | 99,57% | 99,57% |
25/09/2024 | 0,51% | 1,98 CHF | 1,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 146 699 CHF | 147 449 CHF | 99,88% | 99,88% |
24/09/2024 | 0,52% | 1,87 CHF | 1,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 143 800 CHF | 144 550 CHF | 100,00% | 100,00% |
23/09/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 141 226 CHF | 141 976 CHF | 100,00% | 100,00% |
20/09/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 145 129 CHF | 145 879 CHF | 99,88% | 99,88% |
19/09/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 151 868 CHF | 152 618 CHF | 100,00% | 100,00% |
18/09/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 137 864 CHF | 138 614 CHF | 100,00% | 100,00% |
12/09/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 121 507 CHF | 122 257 CHF | 100,00% | 100,00% |
11/09/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 115 986 CHF | 116 736 CHF | 100,00% | 100,00% |
10/09/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 117 678 CHF | 118 428 CHF | 99,78% | 99,78% |