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 | 2,66% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 249 978 | 278 486 CHF | 95 320 CHF | 99,58% | 99,58% |
25/09/2024 | 2,86% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 258 311 CHF | 88 604 CHF | 99,58% | 99,58% |
24/09/2024 | 2,63% | 0,37 CHF | 0,38 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 281 714 CHF | 96 405 CHF | 99,65% | 99,65% |
23/09/2024 | 2,77% | 0,34 CHF | 0,35 CHF | 750 000 | 250 000 | 750 000 | 249 977 | 268 168 CHF | 91 881 CHF | 99,61% | 99,61% |
20/09/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 330 532 CHF | 112 677 CHF | 99,55% | 99,55% |
19/09/2024 | 2,29% | 0,44 CHF | 0,45 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 323 763 CHF | 110 421 CHF | 99,72% | 99,72% |
18/09/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 750 000 | 250 000 | 749 959 | 250 000 | 308 633 CHF | 105 383 CHF | 99,60% | 99,60% |
12/09/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 297 847 CHF | 101 782 CHF | 99,53% | 99,53% |
11/09/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 268 649 CHF | 92 050 CHF | 99,58% | 99,58% |
10/09/2024 | 2,67% | 0,35 CHF | 0,36 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 277 115 CHF | 94 872 CHF | 99,56% | 99,56% |