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 | 0,88% | 1,16 CHF | 1,17 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 510 969 CHF | 171 823 CHF | 98,51% | 98,51% |
25/09/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 483 749 CHF | 162 750 CHF | 99,36% | 99,36% |
24/09/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 473 122 CHF | 159 207 CHF | 99,38% | 99,38% |
23/09/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 486 884 CHF | 163 795 CHF | 98,75% | 98,75% |
20/09/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 483 097 CHF | 162 532 CHF | 99,37% | 99,37% |
19/09/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 488 494 CHF | 164 331 CHF | 99,37% | 99,37% |
18/09/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 467 395 CHF | 157 298 CHF | 99,38% | 99,38% |
12/09/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 477 656 CHF | 160 719 CHF | 84,64% | 84,64% |
11/09/2024 | 1,00% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 448 912 CHF | 151 137 CHF | 99,37% | 99,37% |
10/09/2024 | 1,06% | 0,97 CHF | 0,98 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 424 286 CHF | 142 929 CHF | 99,38% | 99,38% |