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 | 2,21% | 0,45 CHF | 0,46 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 111 687 CHF | 45 675 CHF | 98,61% | 98,61% |
25/09/2024 | 2,28% | 0,43 CHF | 0,44 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 108 704 CHF | 44 481 CHF | 93,85% | 93,85% |
24/09/2024 | 1,98% | 0,47 CHF | 0,48 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 125 126 CHF | 51 050 CHF | 99,16% | 99,16% |
23/09/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 122 605 CHF | 50 042 CHF | 99,17% | 99,17% |
20/09/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 127 747 CHF | 52 099 CHF | 99,16% | 99,16% |
19/09/2024 | 1,87% | 0,55 CHF | 0,56 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 132 354 CHF | 53 942 CHF | 99,14% | 99,14% |
18/09/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 123 274 CHF | 50 310 CHF | 99,16% | 99,16% |
12/09/2024 | 1,93% | 0,50 CHF | 0,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 128 195 CHF | 52 278 CHF | 99,16% | 99,16% |
11/09/2024 | 1,91% | 0,50 CHF | 0,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 130 160 CHF | 53 064 CHF | 99,16% | 99,16% |
10/09/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 122 417 CHF | 49 967 CHF | 99,16% | 99,16% |