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 | 1,25% | 0,82 CHF | 0,83 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 357 969 CHF | 120 823 CHF | 98,51% | 98,51% |
25/09/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 741 CHF | 112 747 CHF | 99,37% | 99,37% |
24/09/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 324 245 CHF | 109 582 CHF | 99,38% | 99,38% |
23/09/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 337 470 CHF | 113 990 CHF | 98,76% | 98,76% |
20/09/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 333 149 CHF | 112 550 CHF | 99,37% | 99,37% |
19/09/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 339 587 CHF | 114 696 CHF | 99,37% | 99,37% |
18/09/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 318 658 CHF | 107 719 CHF | 99,37% | 99,37% |
12/09/2024 | 1,37% | 0,71 CHF | 0,72 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 326 551 CHF | 110 350 CHF | 84,65% | 84,65% |
11/09/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 298 967 CHF | 101 156 CHF | 99,37% | 99,37% |
10/09/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 000 CHF | 92 833 CHF | 99,38% | 99,38% |