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 | 1,10% | 0,87 CHF | 0,88 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 112 704 CHF | 113 954 CHF | 98,28% | 98,28% |
25/09/2024 | 1,24% | 0,89 CHF | 0,90 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 100 407 CHF | 101 657 CHF | 98,51% | 98,51% |
24/09/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 97 257 CHF | 98 507 CHF | 99,21% | 99,21% |
23/09/2024 | 1,33% | 0,69 CHF | 0,70 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 93 205 CHF | 94 455 CHF | 98,66% | 98,66% |
20/09/2024 | 1,38% | 0,66 CHF | 0,67 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 89 722 CHF | 90 972 CHF | 96,10% | 96,10% |
19/09/2024 | 1,70% | 0,65 CHF | 0,66 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 73 137 CHF | 74 387 CHF | 99,43% | 99,43% |
18/09/2024 | 1,77% | 0,51 CHF | 0,52 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 70 356 CHF | 71 606 CHF | 99,26% | 99,26% |
12/09/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 61 228 CHF | 62 478 CHF | 99,07% | 99,07% |
11/09/2024 | 2,62% | 0,36 CHF | 0,37 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 47 222 CHF | 48 472 CHF | 99,12% | 99,12% |
10/09/2024 | 2,50% | 0,38 CHF | 0,39 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 49 385 CHF | 50 635 CHF | 98,60% | 98,60% |