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 | 3,75% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 285 CHF | 54 285 CHF | 96,31% | 96,31% |
25/09/2024 | 3,89% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 203 689 | 203 688 | 51 374 CHF | 53 411 CHF | 98,86% | 98,86% |
24/09/2024 | 3,56% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 55 145 CHF | 57 145 CHF | 99,58% | 99,58% |
23/09/2024 | 3,60% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 54 502 CHF | 56 502 CHF | 99,81% | 99,81% |
20/09/2024 | 3,76% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 272 CHF | 54 272 CHF | 98,08% | 98,08% |
19/09/2024 | 3,53% | 0,28 CHF | 0,29 CHF | 200 000 | 200 000 | 196 843 | 196 843 | 54 713 CHF | 56 681 CHF | 99,81% | 99,81% |
18/09/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 294 CHF | 56 044 CHF | 99,81% | 99,81% |
12/09/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 175 000 | 175 000 | 174 821 | 174 820 | 52 804 CHF | 54 552 CHF | 99,81% | 99,81% |
11/09/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 153 903 | 153 903 | 52 760 CHF | 54 299 CHF | 99,79% | 99,79% |
10/09/2024 | 2,89% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 154 184 | 154 185 | 52 581 CHF | 54 123 CHF | 98,57% | 98,57% |