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 | 0,87% | 1,18 CHF | 1,19 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 258 741 CHF | 86 997 CHF | 98,91% | 98,91% |
25/09/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 242 961 CHF | 81 737 CHF | 99,27% | 99,27% |
24/09/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 238 292 CHF | 80 181 CHF | 99,17% | 99,17% |
23/09/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 235 653 CHF | 79 301 CHF | 99,27% | 99,27% |
20/09/2024 | 0,95% | 1,04 CHF | 1,05 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 236 254 CHF | 79 501 CHF | 99,27% | 99,27% |
19/09/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 244 205 CHF | 82 152 CHF | 99,25% | 99,25% |
18/09/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 240 168 CHF | 80 806 CHF | 99,27% | 99,27% |
12/09/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 226 101 CHF | 76 117 CHF | 99,28% | 99,28% |
11/09/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 212 239 CHF | 71 496 CHF | 99,26% | 99,26% |
10/09/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 219 526 CHF | 73 925 CHF | 99,16% | 99,16% |