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 | 1,46% | 0,66 CHF | 0,67 CHF | 750 000 | 250 000 | 616 503 | 205 501 | 418 635 CHF | 141 600 CHF | 99,65% | 99,65% |
25/09/2024 | 1,77% | 0,58 CHF | 0,59 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 421 067 CHF | 142 856 CHF | 99,57% | 99,57% |
24/09/2024 | 1,77% | 0,55 CHF | 0,56 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 419 480 CHF | 142 327 CHF | 99,56% | 99,56% |
23/09/2024 | 1,82% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 408 222 CHF | 138 574 CHF | 99,61% | 99,61% |
20/09/2024 | 1,77% | 0,51 CHF | 0,52 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 420 445 CHF | 142 648 CHF | 99,58% | 99,58% |
19/09/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 447 360 CHF | 151 620 CHF | 99,65% | 99,65% |
18/09/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 398 937 CHF | 135 479 CHF | 99,61% | 99,61% |
12/09/2024 | 1,75% | 0,56 CHF | 0,57 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 425 412 CHF | 144 304 CHF | 99,61% | 99,61% |
11/09/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 354 668 CHF | 120 723 CHF | 99,56% | 99,56% |
10/09/2024 | 2,33% | 0,41 CHF | 0,42 CHF | 900 000 | 300 000 | 794 957 | 264 986 | 336 898 CHF | 114 949 CHF | 99,61% | 99,61% |