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 | 0,84% | 1,11 CHF | 1,12 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 353 955 CHF | 118 985 CHF | 98,25% | 98,25% |
25/09/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 300 000 | 100 000 | 300 000 | 99 999 | 352 111 CHF | 118 370 CHF | 90,29% | 90,29% |
24/09/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 348 897 CHF | 117 299 CHF | 95,74% | 95,74% |
23/09/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 341 274 CHF | 114 758 CHF | 99,56% | 99,56% |
20/09/2024 | 0,92% | 1,10 CHF | 1,11 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 325 940 CHF | 109 647 CHF | 88,72% | 88,72% |
19/09/2024 | 0,90% | 1,07 CHF | 1,08 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 330 173 CHF | 111 058 CHF | 98,85% | 98,85% |
18/09/2024 | 1,03% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 290 100 CHF | 97 700 CHF | 98,93% | 98,93% |
12/09/2024 | 1,56% | 0,70 CHF | 0,71 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 287 053 CHF | 97 184 CHF | 98,34% | 98,34% |
11/09/2024 | 1,63% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 274 066 CHF | 92 856 CHF | 99,54% | 99,54% |
10/09/2024 | 1,60% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 279 653 CHF | 94 718 CHF | 97,90% | 97,90% |