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 | 1,09% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 274 647 CHF | 92 549 CHF | 98,22% | 98,22% |
25/09/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 272 597 CHF | 91 866 CHF | 90,29% | 90,29% |
24/09/2024 | 1,10% | 0,90 CHF | 0,91 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 270 702 CHF | 91 234 CHF | 95,73% | 95,73% |
23/09/2024 | 1,13% | 0,91 CHF | 0,92 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 263 580 CHF | 88 860 CHF | 99,59% | 99,59% |
20/09/2024 | 1,19% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 250 765 CHF | 84 588 CHF | 88,73% | 88,73% |
19/09/2024 | 1,17% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 255 652 CHF | 86 218 CHF | 98,86% | 98,86% |
18/09/2024 | 1,35% | 0,78 CHF | 0,79 CHF | 300 000 | 100 000 | 440 061 | 146 687 | 322 965 CHF | 109 122 CHF | 98,93% | 98,93% |
12/09/2024 | 2,20% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 202 938 CHF | 69 146 CHF | 98,31% | 98,31% |
11/09/2024 | 2,31% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 479 108 | 159 703 | 204 367 CHF | 69 720 CHF | 99,57% | 99,57% |
10/09/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 450 000 | 150 000 | 450 766 | 150 255 | 196 845 CHF | 67 118 CHF | 97,89% | 97,89% |