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 | 0,48% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 72 758 | 72 534 | 165 316 CHF | 165 579 CHF | 99,11% | 99,11% |
25/09/2024 | 0,49% | 2,26 CHF | 2,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 170 338 CHF | 171 176 CHF | 99,86% | 99,86% |
24/09/2024 | 0,48% | 2,24 CHF | 2,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 585 CHF | 170 396 CHF | 100,00% | 100,00% |
23/09/2024 | 0,45% | 2,22 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 560 CHF | 166 310 CHF | 100,00% | 100,00% |
20/09/2024 | 0,48% | 2,18 CHF | 2,19 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 164 927 CHF | 165 721 CHF | 87,60% | 87,60% |
19/09/2024 | 0,48% | 2,22 CHF | 2,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 165 884 CHF | 166 674 CHF | 99,42% | 99,42% |
18/09/2024 | 0,52% | 2,14 CHF | 2,15 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 331 CHF | 162 174 CHF | 99,19% | 99,19% |
12/09/2024 | 0,51% | 2,13 CHF | 2,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 160 020 CHF | 160 839 CHF | 98,34% | 98,34% |
11/09/2024 | 0,52% | 2,11 CHF | 2,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 158 100 CHF | 158 930 CHF | 99,03% | 99,03% |
10/09/2024 | 0,46% | 2,11 CHF | 2,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 161 083 CHF | 161 833 CHF | 100,00% | 100,00% |