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 | 0,25% | 4,13 CHF | 4,14 CHF | 80 000 | 80 000 | 35 681 | 35 681 | 147 226 CHF | 147 583 CHF | 100,00% | 100,00% |
25/09/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 80 000 | 80 000 | 35 519 | 35 468 | 142 728 CHF | 142 882 CHF | 99,59% | 99,59% |
24/09/2024 | 0,24% | 4,01 CHF | 4,02 CHF | 80 000 | 80 000 | 35 383 | 35 383 | 147 065 CHF | 147 419 CHF | 100,00% | 100,00% |
23/09/2024 | 0,25% | 4,19 CHF | 4,20 CHF | 80 000 | 80 000 | 34 311 | 34 311 | 140 670 CHF | 141 013 CHF | 99,74% | 99,74% |
20/09/2024 | 0,26% | 3,95 CHF | 3,96 CHF | 80 000 | 80 000 | 35 588 | 35 588 | 139 792 CHF | 140 150 CHF | 100,00% | 100,00% |
19/09/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 80 000 | 80 000 | 36 344 | 36 344 | 148 557 CHF | 148 921 CHF | 96,73% | 96,73% |
18/09/2024 | 0,26% | 4,02 CHF | 4,03 CHF | 80 000 | 80 000 | 35 739 | 35 597 | 140 903 CHF | 140 703 CHF | 99,96% | 99,96% |
12/09/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 85 000 | 85 000 | 38 437 | 38 437 | 143 922 CHF | 144 307 CHF | 99,99% | 99,99% |
11/09/2024 | 0,29% | 3,57 CHF | 3,58 CHF | 85 000 | 85 000 | 38 115 | 38 115 | 135 326 CHF | 135 708 CHF | 99,89% | 99,89% |
10/09/2024 | 0,28% | 3,63 CHF | 3,64 CHF | 85 000 | 85 000 | 36 198 | 36 198 | 131 594 CHF | 131 957 CHF | 99,98% | 99,98% |