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 | 0,59% | 1,64 CHF | 1,65 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 335 741 CHF | 337 741 CHF | 96,32% | 96,32% |
25/09/2024 | 0,58% | 1,71 CHF | 1,72 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 342 684 CHF | 344 684 CHF | 98,87% | 98,87% |
24/09/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 343 500 CHF | 345 500 CHF | 99,53% | 99,53% |
23/09/2024 | 0,56% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 357 524 CHF | 359 524 CHF | 99,81% | 99,81% |
20/09/2024 | 0,57% | 1,74 CHF | 1,75 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 350 378 CHF | 352 378 CHF | 98,27% | 98,27% |
19/09/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 362 504 CHF | 364 504 CHF | 100,00% | 100,00% |
18/09/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 373 763 CHF | 375 763 CHF | 99,81% | 99,81% |
12/09/2024 | 0,51% | 1,96 CHF | 1,97 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 391 441 CHF | 393 441 CHF | 100,00% | 100,00% |
11/09/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 386 530 CHF | 388 530 CHF | 99,81% | 99,81% |
10/09/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 364 261 CHF | 366 261 CHF | 98,58% | 98,58% |