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 | 2,37% | 0,42 CHF | 0,43 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 125 305 CHF | 42 768 CHF | 98,50% | 98,50% |
25/09/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 121 771 CHF | 41 591 CHF | 99,37% | 99,37% |
24/09/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 330 287 | 110 096 | 134 063 CHF | 45 789 CHF | 99,38% | 99,38% |
23/09/2024 | 2,53% | 0,40 CHF | 0,41 CHF | 300 000 | 100 000 | 416 193 | 138 731 | 162 094 CHF | 55 419 CHF | 98,76% | 98,76% |
20/09/2024 | 2,49% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 427 735 | 142 578 | 168 921 CHF | 57 733 CHF | 99,38% | 99,38% |
19/09/2024 | 2,36% | 0,43 CHF | 0,44 CHF | 300 000 | 100 000 | 355 377 | 118 459 | 148 248 CHF | 50 601 CHF | 99,39% | 99,39% |
18/09/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 169 890 CHF | 58 130 CHF | 99,38% | 99,38% |
12/09/2024 | 2,98% | 0,32 CHF | 0,33 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 148 764 CHF | 51 088 CHF | 84,67% | 84,67% |
11/09/2024 | 3,00% | 0,31 CHF | 0,32 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 147 936 CHF | 50 812 CHF | 99,37% | 99,37% |
10/09/2024 | 2,97% | 0,33 CHF | 0,34 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 149 411 CHF | 51 304 CHF | 99,38% | 99,38% |