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 | 2,47% | 0,39 CHF | 0,40 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 360 817 CHF | 123 272 CHF | 98,81% | 98,81% |
25/09/2024 | 2,09% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 757 088 | 252 363 | 357 960 CHF | 121 844 CHF | 99,13% | 99,13% |
24/09/2024 | 2,23% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 877 651 | 292 550 | 388 966 CHF | 132 581 CHF | 98,12% | 98,12% |
23/09/2024 | 2,06% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 360 199 CHF | 122 566 CHF | 99,09% | 99,09% |
20/09/2024 | 2,13% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 808 875 | 269 625 | 375 405 CHF | 127 831 CHF | 97,80% | 97,80% |
19/09/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 335 617 CHF | 114 872 CHF | 98,71% | 98,71% |
18/09/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 387 211 CHF | 132 070 CHF | 98,82% | 98,82% |
12/09/2024 | 2,17% | 0,47 CHF | 0,48 CHF | 900 000 | 300 000 | 900 000 | 300 000 | 410 027 CHF | 139 676 CHF | 98,69% | 98,69% |
11/09/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 375 864 CHF | 127 788 CHF | 98,72% | 98,72% |
10/09/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 750 000 | 250 000 | 797 956 | 265 985 | 394 293 CHF | 134 091 CHF | 98,73% | 98,73% |