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 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 766 613 CHF | 257 038 CHF | 98,72% | 98,72% |
25/09/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 819 831 CHF | 274 777 CHF | 98,79% | 98,79% |
24/09/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 796 967 CHF | 267 156 CHF | 98,56% | 98,56% |
23/09/2024 | 0,55% | 1,85 CHF | 1,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 822 875 CHF | 275 792 CHF | 98,73% | 98,73% |
20/09/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 813 067 CHF | 272 522 CHF | 97,67% | 97,67% |
19/09/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 745 198 CHF | 249 899 CHF | 98,80% | 98,80% |
18/09/2024 | 0,57% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 783 350 CHF | 262 617 CHF | 98,75% | 98,75% |
12/09/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 800 293 CHF | 268 264 CHF | 98,78% | 98,78% |
11/09/2024 | 0,54% | 1,84 CHF | 1,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 828 483 CHF | 277 661 CHF | 98,80% | 98,80% |
10/09/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 825 510 CHF | 276 670 CHF | 85,56% | 85,56% |