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 | 0,52% | 1,95 CHF | 1,96 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 870 414 CHF | 291 638 CHF | 98,50% | 98,50% |
25/09/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 807 458 CHF | 270 653 CHF | 99,37% | 99,37% |
24/09/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 776 888 CHF | 260 463 CHF | 99,38% | 99,38% |
23/09/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 762 744 CHF | 255 748 CHF | 98,76% | 98,76% |
20/09/2024 | 0,59% | 1,69 CHF | 1,70 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 764 718 CHF | 256 406 CHF | 99,38% | 99,38% |
19/09/2024 | 0,58% | 1,76 CHF | 1,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 775 213 CHF | 259 904 CHF | 99,39% | 99,39% |
18/09/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 710 241 CHF | 238 247 CHF | 99,38% | 99,38% |
12/09/2024 | 0,67% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 665 161 CHF | 223 220 CHF | 84,68% | 84,68% |
11/09/2024 | 0,68% | 1,42 CHF | 1,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 659 136 CHF | 221 212 CHF | 99,37% | 99,37% |
10/09/2024 | 0,68% | 1,47 CHF | 1,48 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 657 683 CHF | 220 728 CHF | 99,38% | 99,38% |