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 | 0,78% | 1,29 CHF | 1,30 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 279 500 CHF | 1 289 500 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 249 850 CHF | 1 259 850 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 248 540 CHF | 1 258 540 CHF | 100,00% | 100,00% |
23/09/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 231 010 CHF | 1 241 010 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 240 400 CHF | 1 250 400 CHF | 100,00% | 100,00% |
19/09/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 190 500 CHF | 1 200 500 CHF | 98,34% | 98,34% |
18/09/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 124 800 CHF | 1 134 800 CHF | 100,00% | 100,00% |
12/09/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 174 210 CHF | 1 184 210 CHF | 100,00% | 100,00% |
11/09/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 1 000 000 | 1 000 000 | 999 454 | 999 454 | 1 121 540 CHF | 1 131 540 CHF | 100,00% | 100,00% |
10/09/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 1 000 000 | 1 000 000 | 1 000 000 | 1 000 000 | 1 196 610 CHF | 1 206 610 CHF | 100,00% | 100,00% |