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 | 1,45% | 0,69 CHF | 0,70 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 342 831 CHF | 69 566 CHF | 98,82% | 98,82% |
25/09/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 360 492 CHF | 73 099 CHF | 99,27% | 99,27% |
24/09/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 364 266 CHF | 73 853 CHF | 99,27% | 99,27% |
23/09/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 397 100 CHF | 80 420 CHF | 99,27% | 99,27% |
20/09/2024 | 1,26% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 395 291 CHF | 80 058 CHF | 99,27% | 99,27% |
19/09/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 388 447 CHF | 78 689 CHF | 99,26% | 99,26% |
18/09/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 403 442 CHF | 81 688 CHF | 99,27% | 99,27% |
12/09/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 409 185 CHF | 82 837 CHF | 99,26% | 99,26% |
11/09/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 414 431 CHF | 83 886 CHF | 99,27% | 99,27% |
10/09/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 410 065 CHF | 83 013 CHF | 99,05% | 99,05% |