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 | 3,60% | 0,28 CHF | 0,29 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 205 581 CHF | 42 616 CHF | 98,48% | 98,48% |
25/09/2024 | 3,72% | 0,28 CHF | 0,29 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 198 370 CHF | 41 174 CHF | 99,13% | 99,13% |
24/09/2024 | 4,15% | 0,24 CHF | 0,25 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 177 084 CHF | 36 917 CHF | 99,17% | 99,17% |
23/09/2024 | 3,88% | 0,26 CHF | 0,27 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 189 899 CHF | 39 480 CHF | 99,17% | 99,17% |
20/09/2024 | 4,41% | 0,21 CHF | 0,22 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 166 346 CHF | 34 769 CHF | 99,17% | 99,17% |
19/09/2024 | 3,85% | 0,24 CHF | 0,25 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 191 475 CHF | 39 795 CHF | 99,16% | 99,16% |
18/09/2024 | 3,63% | 0,26 CHF | 0,27 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 203 025 CHF | 42 105 CHF | 99,17% | 99,17% |
12/09/2024 | 2,84% | 0,34 CHF | 0,35 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 260 859 CHF | 53 672 CHF | 99,16% | 99,16% |
11/09/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 275 103 CHF | 56 521 CHF | 99,16% | 99,16% |
10/09/2024 | 2,49% | 0,40 CHF | 0,41 CHF | 750 000 | 150 000 | 750 000 | 150 000 | 297 783 CHF | 61 057 CHF | 98,86% | 98,86% |