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 | 0,76% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 394 122 CHF | 132 374 CHF | 98,24% | 98,24% |
25/09/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 392 272 CHF | 131 757 CHF | 90,29% | 90,29% |
24/09/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 389 282 CHF | 130 761 CHF | 95,77% | 95,77% |
23/09/2024 | 0,78% | 1,31 CHF | 1,32 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 383 218 CHF | 128 739 CHF | 99,62% | 99,62% |
20/09/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 370 551 CHF | 124 517 CHF | 88,70% | 88,70% |
19/09/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 300 000 | 100 000 | 300 121 | 100 040 | 374 595 CHF | 125 865 CHF | 98,85% | 98,85% |
18/09/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 507 422 CHF | 170 640 CHF | 98,93% | 98,93% |
12/09/2024 | 1,21% | 0,88 CHF | 0,89 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 370 738 CHF | 125 079 CHF | 98,33% | 98,33% |
11/09/2024 | 1,25% | 0,76 CHF | 0,77 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 359 218 CHF | 121 239 CHF | 99,55% | 99,55% |
10/09/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 362 524 CHF | 122 341 CHF | 97,89% | 97,89% |