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 | 1,42% | 0,73 CHF | 0,74 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 701 893 CHF | 71 189 CHF | 98,92% | 98,92% |
25/09/2024 | 1,56% | 0,65 CHF | 0,66 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 636 367 CHF | 64 637 CHF | 99,27% | 99,27% |
24/09/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 620 370 CHF | 63 037 CHF | 99,17% | 99,17% |
23/09/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 615 368 CHF | 62 537 CHF | 99,27% | 99,27% |
20/09/2024 | 1,61% | 0,61 CHF | 0,62 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 615 137 CHF | 62 514 CHF | 99,27% | 99,27% |
19/09/2024 | 1,54% | 0,63 CHF | 0,64 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 644 430 CHF | 65 443 CHF | 99,25% | 99,25% |
18/09/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 628 508 CHF | 63 851 CHF | 99,27% | 99,27% |
12/09/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 591 941 CHF | 60 194 CHF | 99,28% | 99,28% |
11/09/2024 | 1,84% | 0,54 CHF | 0,55 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 537 703 CHF | 54 770 CHF | 99,26% | 99,26% |
10/09/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 1 000 000 | 100 000 | 1 000 000 | 100 000 | 559 545 CHF | 56 955 CHF | 99,16% | 99,16% |