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 | 0,50% | 2,00 CHF | 2,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 495 889 CHF | 199 356 CHF | 98,73% | 98,73% |
25/09/2024 | 0,51% | 1,95 CHF | 1,96 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 489 904 CHF | 196 962 CHF | 99,36% | 99,36% |
24/09/2024 | 0,49% | 1,99 CHF | 2,00 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 506 253 CHF | 203 501 CHF | 99,38% | 99,38% |
23/09/2024 | 0,50% | 2,00 CHF | 2,01 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 498 136 CHF | 200 254 CHF | 98,70% | 98,70% |
20/09/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 462 359 CHF | 185 944 CHF | 99,38% | 99,38% |
19/09/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 474 618 CHF | 190 847 CHF | 99,37% | 99,37% |
18/09/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 469 906 CHF | 188 963 CHF | 99,38% | 99,38% |
12/09/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 487 558 CHF | 196 023 CHF | 99,17% | 99,17% |
11/09/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 479 125 CHF | 192 650 CHF | 99,24% | 99,24% |
10/09/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 501 376 CHF | 201 551 CHF | 99,38% | 99,38% |