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 | 0,92% | 1,08 CHF | 1,09 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 1 080 640 CHF | 109 064 CHF | 98,51% | 98,51% |
25/09/2024 | 1,18% | 0,86 CHF | 0,87 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 842 221 CHF | 85 222 CHF | 99,27% | 99,27% |
24/09/2024 | 1,14% | 0,86 CHF | 0,87 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 871 418 CHF | 88 142 CHF | 99,17% | 99,17% |
23/09/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 897 557 CHF | 90 756 CHF | 99,27% | 99,27% |
20/09/2024 | 1,11% | 0,88 CHF | 0,89 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 896 178 CHF | 90 618 CHF | 99,27% | 99,27% |
19/09/2024 | 1,08% | 0,97 CHF | 0,98 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 924 305 CHF | 93 431 CHF | 99,26% | 99,26% |
18/09/2024 | 1,14% | 0,84 CHF | 0,85 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 868 917 CHF | 87 892 CHF | 99,27% | 99,27% |
12/09/2024 | 1,10% | 0,88 CHF | 0,89 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 900 788 CHF | 91 079 CHF | 98,85% | 98,85% |
11/09/2024 | 1,18% | 0,84 CHF | 0,85 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 844 744 CHF | 85 474 CHF | 99,25% | 99,25% |
10/09/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 854 944 CHF | 86 494 CHF | 99,16% | 99,16% |