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 | 0,51% | 1,96 CHF | 1,97 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 196 678 CHF | 197 678 CHF | 99,56% | 99,56% |
25/09/2024 | 0,52% | 1,89 CHF | 1,90 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 191 666 CHF | 192 666 CHF | 99,24% | 99,24% |
24/09/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 181 572 CHF | 182 572 CHF | 99,66% | 99,66% |
23/09/2024 | 0,56% | 1,79 CHF | 1,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 178 118 CHF | 179 118 CHF | 99,22% | 99,22% |
20/09/2024 | 0,54% | 1,79 CHF | 1,80 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 183 107 CHF | 184 107 CHF | 98,28% | 98,28% |
19/09/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 181 959 CHF | 182 959 CHF | 100,00% | 100,00% |
18/09/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 170 987 CHF | 171 987 CHF | 99,85% | 99,85% |
12/09/2024 | 0,64% | 1,58 CHF | 1,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 154 797 CHF | 155 797 CHF | 99,66% | 99,66% |
11/09/2024 | 0,68% | 1,45 CHF | 1,46 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 147 250 CHF | 148 250 CHF | 99,92% | 99,92% |
10/09/2024 | 0,65% | 1,50 CHF | 1,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 152 632 CHF | 153 632 CHF | 99,18% | 99,18% |