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 | 2,08% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 214 585 CHF | 73 028 CHF | 99,52% | 99,52% |
25/09/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 450 000 | 150 000 | 451 771 | 150 590 | 212 071 CHF | 72 196 CHF | 99,53% | 99,53% |
24/09/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 450 000 | 150 000 | 506 835 | 168 945 | 235 213 CHF | 80 094 CHF | 99,51% | 99,51% |
23/09/2024 | 2,22% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 594 185 | 198 062 | 264 098 CHF | 90 013 CHF | 99,54% | 99,54% |
20/09/2024 | 2,41% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 540 CHF | 84 180 CHF | 99,65% | 99,65% |
19/09/2024 | 2,44% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 242 961 CHF | 82 987 CHF | 99,26% | 99,26% |
18/09/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 247 052 CHF | 84 351 CHF | 99,57% | 99,57% |
12/09/2024 | 2,59% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 228 757 CHF | 78 252 CHF | 99,54% | 99,54% |
11/09/2024 | 2,59% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 229 199 CHF | 78 400 CHF | 99,49% | 99,49% |
10/09/2024 | 2,49% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 397 CHF | 81 466 CHF | 99,64% | 99,64% |