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 | 0,35% | 3,18 CHF | 3,19 CHF | 75 000 | 75 000 | 72 955 | 72 955 | 231 404 CHF | 232 192 CHF | 98,63% | 98,63% |
25/09/2024 | 0,35% | 3,08 CHF | 3,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 232 146 CHF | 232 955 CHF | 98,85% | 98,85% |
24/09/2024 | 0,36% | 3,07 CHF | 3,08 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 230 282 CHF | 231 104 CHF | 100,00% | 100,00% |
23/09/2024 | 0,32% | 3,11 CHF | 3,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 234 717 CHF | 235 467 CHF | 100,00% | 100,00% |
20/09/2024 | 0,35% | 3,06 CHF | 3,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 152 545 CHF | 153 079 CHF | 89,67% | 89,67% |
19/09/2024 | 0,32% | 3,21 CHF | 3,22 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 242 690 CHF | 243 476 CHF | 98,65% | 98,65% |
18/09/2024 | 0,36% | 3,09 CHF | 3,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 673 CHF | 151 211 CHF | 96,92% | 96,92% |
12/09/2024 | 0,34% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 822 CHF | 162 370 CHF | 97,85% | 97,85% |
11/09/2024 | 0,35% | 3,25 CHF | 3,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 635 CHF | 162 201 CHF | 99,03% | 99,03% |
10/09/2024 | 0,33% | 3,27 CHF | 3,28 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 990 CHF | 167 548 CHF | 100,00% | 100,00% |