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 | 1,16% | 0,84 CHF | 0,85 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 645 573 CHF | 217 691 CHF | 98,90% | 98,90% |
25/09/2024 | 1,45% | 0,75 CHF | 0,76 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 514 314 CHF | 173 938 CHF | 99,27% | 99,27% |
24/09/2024 | 2,01% | 0,50 CHF | 0,51 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 370 014 CHF | 125 838 CHF | 99,22% | 99,22% |
23/09/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 354 745 CHF | 120 748 CHF | 99,27% | 99,27% |
20/09/2024 | 2,15% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 344 958 CHF | 117 486 CHF | 99,27% | 99,27% |
19/09/2024 | 2,03% | 0,47 CHF | 0,48 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 366 505 CHF | 124 668 CHF | 99,18% | 99,18% |
18/09/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 357 973 CHF | 121 824 CHF | 99,25% | 99,25% |
12/09/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 355 583 CHF | 121 028 CHF | 99,27% | 99,27% |
11/09/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 341 834 CHF | 116 445 CHF | 99,26% | 99,26% |
10/09/2024 | 2,05% | 0,45 CHF | 0,46 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 362 116 CHF | 123 205 CHF | 99,14% | 99,14% |