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 | 0,94% | 1,10 CHF | 1,11 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 239 426 CHF | 80 559 CHF | 98,92% | 98,92% |
25/09/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 224 935 CHF | 75 728 CHF | 99,27% | 99,27% |
24/09/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 220 718 CHF | 74 323 CHF | 99,17% | 99,17% |
23/09/2024 | 1,02% | 0,97 CHF | 0,98 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 218 826 CHF | 73 692 CHF | 99,27% | 99,27% |
20/09/2024 | 1,02% | 0,96 CHF | 0,97 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 218 689 CHF | 73 646 CHF | 99,27% | 99,27% |
19/09/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 228 238 CHF | 76 829 CHF | 99,25% | 99,25% |
18/09/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 223 499 CHF | 75 250 CHF | 99,27% | 99,27% |
12/09/2024 | 1,06% | 0,95 CHF | 0,96 CHF | 225 000 | 75 000 | 225 125 | 75 042 | 211 445 CHF | 71 232 CHF | 99,28% | 99,28% |
11/09/2024 | 1,13% | 0,89 CHF | 0,90 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 263 838 CHF | 88 946 CHF | 99,26% | 99,26% |
10/09/2024 | 1,09% | 0,91 CHF | 0,92 CHF | 225 000 | 75 000 | 264 930 | 88 310 | 240 447 CHF | 81 032 CHF | 99,16% | 99,16% |