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 | 1,19% | 0,85 CHF | 0,86 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 375 910 CHF | 126 803 CHF | 98,51% | 98,51% |
25/09/2024 | 1,27% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 400 CHF | 118 633 CHF | 99,36% | 99,36% |
24/09/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 747 CHF | 114 749 CHF | 99,38% | 99,38% |
23/09/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 351 932 CHF | 118 811 CHF | 98,76% | 98,76% |
20/09/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 349 563 CHF | 118 021 CHF | 99,37% | 99,37% |
19/09/2024 | 1,26% | 0,78 CHF | 0,79 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 354 078 CHF | 119 526 CHF | 99,37% | 99,37% |
18/09/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 334 916 CHF | 113 138 CHF | 99,38% | 99,38% |
12/09/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 315 CHF | 114 605 CHF | 84,67% | 84,67% |
11/09/2024 | 1,43% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 313 007 CHF | 105 836 CHF | 99,37% | 99,37% |
10/09/2024 | 1,54% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 289 459 CHF | 97 986 CHF | 99,38% | 99,38% |