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 | 0,77% | 1,31 CHF | 1,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 580 016 CHF | 194 839 CHF | 98,51% | 98,51% |
25/09/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 554 307 CHF | 186 269 CHF | 99,36% | 99,36% |
24/09/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 544 745 CHF | 183 082 CHF | 99,38% | 99,38% |
23/09/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 557 970 CHF | 187 490 CHF | 98,76% | 98,76% |
20/09/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 553 193 CHF | 185 898 CHF | 99,37% | 99,37% |
19/09/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 559 215 CHF | 187 905 CHF | 99,37% | 99,37% |
18/09/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 536 414 CHF | 180 305 CHF | 99,37% | 99,37% |
12/09/2024 | 0,82% | 1,19 CHF | 1,20 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 546 865 CHF | 183 788 CHF | 84,65% | 84,65% |
11/09/2024 | 0,87% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 516 368 CHF | 173 623 CHF | 99,38% | 99,38% |
10/09/2024 | 0,91% | 1,12 CHF | 1,13 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 491 960 CHF | 165 487 CHF | 99,38% | 99,38% |