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 | 0,63% | 1,59 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 726 CHF | 80 226 CHF | 98,98% | 98,98% |
25/09/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 512 CHF | 81 012 CHF | 98,73% | 98,73% |
24/09/2024 | 0,64% | 1,55 CHF | 1,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 77 363 CHF | 77 863 CHF | 99,06% | 99,06% |
23/09/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 540 CHF | 77 040 CHF | 98,58% | 98,58% |
20/09/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 951 CHF | 74 451 CHF | 97,66% | 97,66% |
19/09/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 72 768 CHF | 73 268 CHF | 99,37% | 99,37% |
18/09/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 831 CHF | 67 331 CHF | 99,24% | 99,24% |
12/09/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 854 CHF | 69 604 CHF | 99,03% | 99,03% |
11/09/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 63 258 CHF | 64 008 CHF | 99,29% | 99,29% |
10/09/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 991 CHF | 58 741 CHF | 98,56% | 98,56% |