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 | 0,98% | 1,03 CHF | 1,04 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 459 539 CHF | 103 120 CHF | 98,51% | 98,51% |
25/09/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 334 904 CHF | 75 423 CHF | 99,27% | 99,27% |
24/09/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 350 430 CHF | 78 873 CHF | 99,17% | 99,17% |
23/09/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 364 947 CHF | 82 099 CHF | 99,27% | 99,27% |
20/09/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 364 087 CHF | 81 908 CHF | 99,27% | 99,27% |
19/09/2024 | 1,17% | 0,89 CHF | 0,90 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 382 299 CHF | 85 955 CHF | 99,25% | 99,25% |
18/09/2024 | 1,26% | 0,76 CHF | 0,77 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 354 763 CHF | 79 836 CHF | 99,27% | 99,27% |
12/09/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 373 066 CHF | 83 904 CHF | 98,85% | 98,85% |
11/09/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 345 215 CHF | 77 715 CHF | 99,26% | 99,26% |
10/09/2024 | 1,27% | 0,75 CHF | 0,76 CHF | 450 000 | 100 000 | 450 000 | 100 000 | 351 206 CHF | 79 046 CHF | 99,16% | 99,16% |