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 | 1,46% | 0,62 CHF | 0,63 CHF | 450 000 | 150 000 | 333 082 | 111 027 | 225 195 CHF | 76 175 CHF | 98,20% | 98,20% |
25/09/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 397 261 | 132 420 | 267 350 CHF | 90 441 CHF | 90,29% | 90,29% |
24/09/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 302 285 CHF | 102 262 CHF | 95,77% | 95,77% |
23/09/2024 | 1,53% | 0,68 CHF | 0,69 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 292 732 CHF | 99 077 CHF | 99,58% | 99,58% |
20/09/2024 | 1,60% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 278 348 CHF | 94 283 CHF | 88,71% | 88,71% |
19/09/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 286 039 CHF | 96 847 CHF | 98,84% | 98,84% |
18/09/2024 | 1,85% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 240 670 CHF | 81 723 CHF | 98,95% | 98,95% |
12/09/2024 | 3,26% | 0,34 CHF | 0,35 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 181 504 CHF | 62 501 CHF | 98,32% | 98,32% |
11/09/2024 | 3,46% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 621 069 | 207 023 | 176 503 CHF | 60 904 CHF | 99,53% | 99,53% |
10/09/2024 | 3,33% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 177 205 CHF | 61 068 CHF | 97,91% | 97,91% |