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 | 1,64% | 1,22 CHF | 1,24 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 121 225 CHF | 123 225 CHF | 99,51% | 99,51% |
25/09/2024 | 1,56% | 1,29 CHF | 1,31 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 081 CHF | 129 081 CHF | 99,58% | 99,58% |
24/09/2024 | 1,62% | 1,23 CHF | 1,25 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 122 097 CHF | 124 097 CHF | 99,52% | 99,52% |
23/09/2024 | 1,48% | 1,30 CHF | 1,32 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 134 077 CHF | 136 077 CHF | 99,50% | 99,50% |
20/09/2024 | 1,45% | 1,39 CHF | 1,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 714 CHF | 138 714 CHF | 98,93% | 98,93% |
19/09/2024 | 1,61% | 1,26 CHF | 1,29 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 613 CHF | 125 613 CHF | 99,45% | 99,45% |
18/09/2024 | 1,53% | 1,28 CHF | 1,30 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 129 373 CHF | 131 373 CHF | 95,16% | 95,16% |
12/09/2024 | 1,37% | 1,47 CHF | 1,49 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 038 CHF | 147 038 CHF | 99,50% | 99,50% |
11/09/2024 | 1,36% | 1,44 CHF | 1,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 565 CHF | 147 565 CHF | 99,48% | 99,48% |
10/09/2024 | 1,36% | 1,52 CHF | 1,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 145 886 CHF | 147 886 CHF | 82,74% | 82,74% |