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 | 0,77% | 1,30 CHF | 1,31 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 386 019 CHF | 129 673 CHF | 92,23% | 92,23% |
25/09/2024 | 0,77% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 549 CHF | 130 850 CHF | 93,75% | 93,75% |
24/09/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 385 251 CHF | 129 417 CHF | 92,01% | 92,01% |
23/09/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 376 219 CHF | 126 406 CHF | 93,86% | 93,86% |
20/09/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 377 313 CHF | 126 771 CHF | 94,76% | 94,76% |
19/09/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 365 545 CHF | 122 848 CHF | 95,32% | 95,32% |
18/09/2024 | 0,85% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 351 031 CHF | 118 010 CHF | 89,23% | 89,23% |
12/09/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 328 640 CHF | 110 547 CHF | 96,14% | 96,14% |
11/09/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 319 908 CHF | 107 636 CHF | 92,13% | 92,13% |
10/09/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 324 194 CHF | 109 065 CHF | 94,12% | 94,12% |