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 | 2,42% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 679 389 | 150 000 | 275 571 CHF | 62 804 CHF | 98,46% | 98,46% |
25/09/2024 | 2,45% | 0,42 CHF | 0,43 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 607 192 CHF | 62 219 CHF | 99,27% | 99,27% |
24/09/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 550 464 CHF | 56 546 CHF | 99,18% | 99,18% |
23/09/2024 | 2,69% | 0,36 CHF | 0,37 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 550 804 CHF | 56 580 CHF | 99,27% | 99,27% |
20/09/2024 | 2,47% | 0,41 CHF | 0,42 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 599 137 CHF | 61 414 CHF | 99,27% | 99,27% |
19/09/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 571 852 CHF | 58 685 CHF | 97,98% | 97,98% |
18/09/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 462 335 CHF | 47 734 CHF | 99,27% | 99,27% |
12/09/2024 | 2,77% | 0,35 CHF | 0,36 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 533 294 CHF | 54 829 CHF | 99,30% | 99,30% |
11/09/2024 | 2,84% | 0,36 CHF | 0,37 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 521 758 CHF | 53 676 CHF | 99,26% | 99,26% |
10/09/2024 | 2,78% | 0,34 CHF | 0,35 CHF | 1 500 000 | 150 000 | 1 500 000 | 150 000 | 531 776 CHF | 54 678 CHF | 99,16% | 99,16% |