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 | 0,84% | 1,15 CHF | 1,16 CHF | 510 000 | 510 000 | 158 813 | 158 813 | 192 050 CHF | 193 648 CHF | 99,97% | 99,97% |
25/09/2024 | 0,84% | 1,23 CHF | 1,24 CHF | 490 000 | 490 000 | 162 258 | 162 258 | 198 503 CHF | 200 133 CHF | 99,89% | 99,89% |
24/09/2024 | 0,88% | 1,21 CHF | 1,22 CHF | 510 000 | 510 000 | 164 441 | 164 441 | 192 668 CHF | 194 321 CHF | 99,36% | 99,36% |
23/09/2024 | 0,90% | 1,16 CHF | 1,17 CHF | 510 000 | 510 000 | 163 471 | 163 471 | 189 552 CHF | 191 195 CHF | 98,82% | 98,82% |
20/09/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 510 000 | 510 000 | 166 049 | 166 049 | 190 585 CHF | 192 251 CHF | 99,58% | 99,58% |
19/09/2024 | 0,90% | 1,19 CHF | 1,20 CHF | 510 000 | 510 000 | 167 335 | 167 335 | 193 004 CHF | 194 683 CHF | 97,08% | 97,08% |
18/09/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 510 000 | 510 000 | 166 900 | 166 900 | 189 457 CHF | 191 133 CHF | 98,67% | 98,67% |
12/09/2024 | 0,95% | 1,10 CHF | 1,11 CHF | 510 000 | 510 000 | 166 139 | 166 139 | 181 890 CHF | 183 562 CHF | 99,03% | 99,03% |
11/09/2024 | 1,00% | 1,00 CHF | 1,01 CHF | 560 000 | 560 000 | 169 663 | 169 663 | 171 653 CHF | 173 356 CHF | 97,84% | 97,84% |
10/09/2024 | 0,99% | 1,02 CHF | 1,03 CHF | 540 000 | 540 000 | 172 083 | 172 083 | 177 881 CHF | 179 610 CHF | 99,42% | 99,42% |