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 | 1,13% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 395 264 CHF | 133 255 CHF | 98,51% | 98,51% |
25/09/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 373 916 CHF | 126 139 CHF | 99,37% | 99,37% |
24/09/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 259 CHF | 122 253 CHF | 99,38% | 99,38% |
23/09/2024 | 1,20% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 373 928 CHF | 126 143 CHF | 98,75% | 98,75% |
20/09/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 371 019 CHF | 125 173 CHF | 99,37% | 99,37% |
19/09/2024 | 1,19% | 0,83 CHF | 0,84 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 376 205 CHF | 126 902 CHF | 99,37% | 99,37% |
18/09/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 161 CHF | 120 554 CHF | 99,38% | 99,38% |
12/09/2024 | 1,26% | 0,77 CHF | 0,78 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 355 884 CHF | 120 128 CHF | 84,64% | 84,64% |
11/09/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 331 328 CHF | 111 943 CHF | 99,37% | 99,37% |
10/09/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 309 332 CHF | 104 611 CHF | 99,38% | 99,38% |