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% | 1,70 CHF | 1,71 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 016 600 CHF | 340 866 CHF | 98,71% | 98,71% |
25/09/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 044 220 CHF | 350 074 CHF | 98,82% | 98,82% |
24/09/2024 | 0,59% | 1,72 CHF | 1,73 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 015 890 CHF | 340 630 CHF | 98,42% | 98,42% |
23/09/2024 | 0,56% | 1,76 CHF | 1,77 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 063 200 CHF | 356 401 CHF | 98,81% | 98,81% |
20/09/2024 | 0,56% | 1,80 CHF | 1,81 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 063 170 CHF | 356 389 CHF | 98,77% | 98,77% |
19/09/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 056 740 CHF | 354 248 CHF | 98,75% | 98,75% |
18/09/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 097 260 CHF | 367 754 CHF | 98,76% | 98,76% |
12/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 152 780 CHF | 386 260 CHF | 98,81% | 98,81% |
11/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 147 230 CHF | 384 410 CHF | 98,79% | 98,79% |
10/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 1 145 130 CHF | 383 710 CHF | 85,57% | 85,57% |