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 | 1,60% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 332 799 | 110 933 | 205 345 CHF | 69 558 CHF | 98,20% | 98,20% |
25/09/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 330 593 | 110 198 | 203 672 CHF | 68 993 CHF | 90,29% | 90,29% |
24/09/2024 | 1,62% | 0,61 CHF | 0,62 CHF | 450 000 | 150 000 | 404 059 | 134 686 | 247 650 CHF | 83 897 CHF | 95,77% | 95,77% |
23/09/2024 | 1,68% | 0,63 CHF | 0,64 CHF | 450 000 | 150 000 | 441 581 | 147 194 | 260 907 CHF | 88 441 CHF | 99,55% | 99,55% |
20/09/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 251 762 CHF | 85 421 CHF | 88,73% | 88,73% |
19/09/2024 | 1,72% | 0,55 CHF | 0,56 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 259 873 CHF | 88 125 CHF | 98,84% | 98,84% |
18/09/2024 | 2,08% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 214 177 CHF | 72 892 CHF | 98,93% | 98,93% |
12/09/2024 | 3,90% | 0,29 CHF | 0,30 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 151 157 CHF | 52 386 CHF | 98,33% | 98,33% |
11/09/2024 | 4,15% | 0,22 CHF | 0,23 CHF | 750 000 | 250 000 | 631 688 | 210 563 | 148 962 CHF | 51 760 CHF | 99,60% | 99,60% |
10/09/2024 | 3,99% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 609 154 | 203 051 | 149 575 CHF | 51 889 CHF | 97,91% | 97,91% |