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 | 0,84% | 1,18 CHF | 1,19 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 892 516 CHF | 120 002 CHF | 98,90% | 98,90% |
25/09/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 750 000 | 100 000 | 750 000 | 100 000 | 771 635 CHF | 103 885 CHF | 99,27% | 99,27% |
24/09/2024 | 1,23% | 0,82 CHF | 0,83 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 607 179 CHF | 204 893 CHF | 99,22% | 99,22% |
23/09/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 585 674 CHF | 197 725 CHF | 99,27% | 99,27% |
20/09/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 572 291 CHF | 193 264 CHF | 99,27% | 99,27% |
19/09/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 595 696 CHF | 201 065 CHF | 99,18% | 99,18% |
18/09/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 588 918 CHF | 198 806 CHF | 99,26% | 99,26% |
12/09/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 580 288 CHF | 195 929 CHF | 99,27% | 99,27% |
11/09/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 566 261 CHF | 191 254 CHF | 99,26% | 99,26% |
10/09/2024 | 1,27% | 0,75 CHF | 0,76 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 587 074 CHF | 198 191 CHF | 99,15% | 99,15% |