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 | 6,27% | 0,14 CHF | 0,15 CHF | 900 000 | 300 000 | 905 552 | 305 552 | 140 141 CHF | 50 286 CHF | 99,60% | 99,60% |
25/09/2024 | 6,04% | 0,16 CHF | 0,17 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 144 523 CHF | 51 174 CHF | 98,46% | 98,46% |
24/09/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 152 795 CHF | 53 932 CHF | 99,58% | 99,58% |
23/09/2024 | 5,16% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 798 001 | 266 000 | 150 681 CHF | 52 887 CHF | 98,20% | 98,20% |
20/09/2024 | 4,92% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 765 131 | 255 044 | 151 648 CHF | 53 100 CHF | 98,96% | 98,96% |
19/09/2024 | 4,31% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 170 619 CHF | 59 373 CHF | 99,59% | 99,59% |
18/09/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 164 323 CHF | 57 274 CHF | 99,57% | 99,57% |
12/09/2024 | 5,70% | 0,17 CHF | 0,18 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 153 500 CHF | 54 167 CHF | 99,58% | 99,58% |
11/09/2024 | 5,36% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 163 771 CHF | 57 590 CHF | 99,59% | 99,59% |
10/09/2024 | 5,42% | 0,18 CHF | 0,19 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 162 022 CHF | 57 007 CHF | 99,61% | 99,61% |