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 | 0,52% | 1,97 CHF | 1,98 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 579 442 CHF | 194 147 CHF | 98,94% | 98,94% |
25/09/2024 | 0,51% | 1,90 CHF | 1,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 582 235 CHF | 195 078 CHF | 99,12% | 99,12% |
24/09/2024 | 0,49% | 2,03 CHF | 2,04 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 612 854 CHF | 205 285 CHF | 98,38% | 98,38% |
23/09/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 610 524 CHF | 204 508 CHF | 98,84% | 98,84% |
20/09/2024 | 0,47% | 2,09 CHF | 2,10 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 632 457 CHF | 211 819 CHF | 98,75% | 98,75% |
19/09/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 616 353 CHF | 206 451 CHF | 99,26% | 99,26% |
18/09/2024 | 0,50% | 2,02 CHF | 2,03 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 601 330 CHF | 201 443 CHF | 99,30% | 99,30% |
12/09/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 580 749 CHF | 194 583 CHF | 98,60% | 98,60% |
11/09/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 563 882 CHF | 188 961 CHF | 98,93% | 98,93% |
10/09/2024 | 0,54% | 1,81 CHF | 1,82 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 552 434 CHF | 185 145 CHF | 97,06% | 97,06% |