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 | 0,86% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 519 537 CHF | 174 679 CHF | 98,51% | 98,51% |
25/09/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 495 509 CHF | 166 670 CHF | 99,37% | 99,37% |
24/09/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 483 706 CHF | 162 735 CHF | 99,38% | 99,38% |
23/09/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 496 086 CHF | 166 862 CHF | 98,76% | 98,76% |
20/09/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 493 385 CHF | 165 962 CHF | 99,37% | 99,37% |
19/09/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 497 940 CHF | 167 480 CHF | 99,37% | 99,37% |
18/09/2024 | 0,94% | 1,05 CHF | 1,06 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 478 034 CHF | 160 845 CHF | 99,37% | 99,37% |
12/09/2024 | 0,92% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 486 655 CHF | 163 718 CHF | 84,64% | 84,64% |
11/09/2024 | 0,98% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 458 680 CHF | 154 393 CHF | 99,37% | 99,37% |
10/09/2024 | 1,03% | 0,99 CHF | 1,00 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 434 828 CHF | 146 443 CHF | 99,38% | 99,38% |