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 | 1,33% | 0,69 CHF | 0,70 CHF | 225 000 | 75 000 | 226 822 | 75 607 | 169 122 CHF | 57 130 CHF | 99,05% | 99,05% |
25/09/2024 | 2,64% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 753 786 | 251 262 | 281 600 CHF | 96 379 CHF | 99,15% | 99,15% |
24/09/2024 | 2,57% | 0,36 CHF | 0,37 CHF | 900 000 | 300 000 | 774 776 | 258 259 | 297 307 CHF | 101 685 CHF | 99,07% | 99,07% |
23/09/2024 | 2,93% | 0,35 CHF | 0,36 CHF | 900 000 | 300 000 | 889 818 | 296 606 | 299 639 CHF | 102 846 CHF | 99,18% | 99,18% |
20/09/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 255 359 CHF | 88 120 CHF | 97,01% | 97,01% |
19/09/2024 | 3,32% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 267 094 CHF | 92 031 CHF | 97,85% | 97,85% |
18/09/2024 | 3,41% | 0,28 CHF | 0,29 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 259 691 CHF | 89 564 CHF | 98,69% | 98,69% |
12/09/2024 | 3,31% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 910 475 | 310 475 | 271 259 CHF | 95 389 CHF | 99,16% | 99,16% |
11/09/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 900 000 | 300 000 | 967 005 | 367 005 | 269 127 CHF | 105 597 CHF | 99,18% | 99,18% |
10/09/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 1 000 000 | 400 000 | 967 851 | 367 851 | 266 693 CHF | 104 890 CHF | 99,19% | 99,19% |