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 | 1,49% | 0,64 CHF | 0,65 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 400 060 CHF | 135 353 CHF | 99,54% | 99,54% |
25/09/2024 | 1,88% | 0,55 CHF | 0,56 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 316 068 CHF | 107 356 CHF | 99,58% | 99,58% |
24/09/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 314 786 CHF | 106 929 CHF | 99,57% | 99,57% |
23/09/2024 | 1,95% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 347 CHF | 103 449 CHF | 99,55% | 99,55% |
20/09/2024 | 1,89% | 0,47 CHF | 0,48 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 314 936 CHF | 106 979 CHF | 99,60% | 99,60% |
19/09/2024 | 1,75% | 0,59 CHF | 0,60 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 340 389 CHF | 115 463 CHF | 99,59% | 99,59% |
18/09/2024 | 2,00% | 0,49 CHF | 0,50 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 296 367 CHF | 100 789 CHF | 99,60% | 99,60% |
12/09/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 325 238 CHF | 110 413 CHF | 99,59% | 99,59% |
11/09/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 329 295 CHF | 112 265 CHF | 99,59% | 99,59% |
10/09/2024 | 2,57% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 288 134 CHF | 98 545 CHF | 99,58% | 99,58% |