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 | 2,05% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 124 701 | 124 701 | 60 289 CHF | 61 536 CHF | 99,61% | 99,61% |
25/09/2024 | 2,00% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 112 613 | 112 613 | 55 704 CHF | 56 830 CHF | 99,35% | 99,35% |
24/09/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 125 000 | 125 000 | 124 417 | 124 417 | 59 477 CHF | 60 721 CHF | 99,65% | 99,65% |
23/09/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 812 CHF | 53 812 CHF | 99,20% | 99,20% |
20/09/2024 | 1,92% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 598 CHF | 52 598 CHF | 98,26% | 98,26% |
19/09/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 043 CHF | 53 043 CHF | 100,00% | 100,00% |
18/09/2024 | 1,76% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 328 CHF | 57 328 CHF | 99,85% | 99,85% |
12/09/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 201 CHF | 56 201 CHF | 99,63% | 99,63% |
11/09/2024 | 1,81% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 663 CHF | 55 663 CHF | 99,85% | 99,85% |
10/09/2024 | 1,82% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 536 CHF | 55 536 CHF | 99,19% | 99,19% |