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 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 491 129 CHF | 165 210 CHF | 98,51% | 98,51% |
25/09/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 451 689 CHF | 152 063 CHF | 99,37% | 99,37% |
24/09/2024 | 1,03% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 543 CHF | 146 014 CHF | 99,38% | 99,38% |
23/09/2024 | 1,06% | 0,96 CHF | 0,97 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 322 CHF | 142 941 CHF | 98,76% | 98,76% |
20/09/2024 | 1,05% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 425 562 CHF | 143 354 CHF | 99,38% | 99,38% |
19/09/2024 | 1,04% | 0,98 CHF | 0,99 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 432 663 CHF | 145 721 CHF | 99,39% | 99,39% |
18/09/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 393 904 CHF | 132 801 CHF | 99,38% | 99,38% |
12/09/2024 | 1,23% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 364 610 CHF | 123 037 CHF | 84,67% | 84,67% |
11/09/2024 | 1,24% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 361 150 CHF | 121 883 CHF | 99,37% | 99,37% |
10/09/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 360 483 CHF | 121 661 CHF | 99,38% | 99,38% |