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 | 2,48% | 0,42 CHF | 0,43 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 238 876 CHF | 81 625 CHF | 98,90% | 98,90% |
25/09/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 279 531 CHF | 95 177 CHF | 98,94% | 98,94% |
24/09/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 285 768 CHF | 97 256 CHF | 99,09% | 99,09% |
23/09/2024 | 2,24% | 0,44 CHF | 0,45 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 264 896 CHF | 90 299 CHF | 99,11% | 99,11% |
20/09/2024 | 1,95% | 0,50 CHF | 0,51 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 304 504 CHF | 103 501 CHF | 97,43% | 97,43% |
19/09/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 314 502 CHF | 106 834 CHF | 98,70% | 98,70% |
18/09/2024 | 2,35% | 0,45 CHF | 0,46 CHF | 600 000 | 200 000 | 611 017 | 203 672 | 259 690 CHF | 88 600 CHF | 97,33% | 97,33% |
12/09/2024 | 3,04% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 243 109 CHF | 83 536 CHF | 97,97% | 97,97% |
11/09/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 232 919 CHF | 80 140 CHF | 98,26% | 98,26% |
10/09/2024 | 3,05% | 0,30 CHF | 0,31 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 243 127 CHF | 83 542 CHF | 98,39% | 98,39% |