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 | 0,49% | 2,36 CHF | 2,37 CHF | 75 000 | 75 000 | 72 758 | 72 534 | 173 121 CHF | 173 417 CHF | 99,11% | 99,11% |
25/09/2024 | 0,42% | 2,37 CHF | 2,38 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 178 441 CHF | 179 191 CHF | 99,48% | 99,48% |
24/09/2024 | 0,42% | 2,35 CHF | 2,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 177 626 CHF | 178 376 CHF | 99,97% | 99,97% |
23/09/2024 | 0,47% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 173 481 CHF | 174 292 CHF | 100,00% | 100,00% |
20/09/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 172 890 CHF | 173 677 CHF | 87,60% | 87,60% |
19/09/2024 | 0,43% | 2,33 CHF | 2,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 173 890 CHF | 174 640 CHF | 99,42% | 99,42% |
18/09/2024 | 0,44% | 2,25 CHF | 2,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 404 CHF | 170 154 CHF | 99,31% | 99,31% |
12/09/2024 | 0,45% | 2,23 CHF | 2,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 168 078 CHF | 168 828 CHF | 97,96% | 97,96% |
11/09/2024 | 0,50% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 166 032 CHF | 166 857 CHF | 99,03% | 99,03% |
10/09/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 169 008 CHF | 169 758 CHF | 100,00% | 100,00% |