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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 2,82% | 0,35 CHF | 0,36 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 157 214 CHF | 35 937 CHF | 99,15% | 99,15% |
24/09/2024 | 3,05% | 0,32 CHF | 0,33 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 145 568 CHF | 33 349 CHF | 99,17% | 99,17% |
23/09/2024 | 3,13% | 0,33 CHF | 0,34 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 141 655 CHF | 32 479 CHF | 99,16% | 99,16% |
20/09/2024 | 3,21% | 0,30 CHF | 0,31 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 137 939 CHF | 31 653 CHF | 99,16% | 99,16% |
19/09/2024 | 3,06% | 0,32 CHF | 0,33 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 145 010 CHF | 33 224 CHF | 99,15% | 99,15% |
18/09/2024 | 2,92% | 0,32 CHF | 0,33 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 153 288 CHF | 35 064 CHF | 98,71% | 98,71% |
12/09/2024 | 2,50% | 0,41 CHF | 0,42 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 178 124 CHF | 40 583 CHF | 99,16% | 99,16% |
11/09/2024 | 2,54% | 0,39 CHF | 0,40 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 175 000 CHF | 39 889 CHF | 99,15% | 99,15% |
10/09/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 186 169 CHF | 42 371 CHF | 98,73% | 98,73% |
09/09/2024 | 2,41% | 0,41 CHF | 0,42 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 184 192 CHF | 41 932 CHF | 99,16% | 99,16% |