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 | 2,00% | 0,50 CHF | 0,51 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 222 810 CHF | 75 770 CHF | 99,41% | 99,41% |
25/09/2024 | 2,14% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 209 856 CHF | 71 452 CHF | 96,34% | 96,34% |
24/09/2024 | 2,44% | 0,42 CHF | 0,43 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 037 CHF | 62 179 CHF | 99,28% | 99,28% |
23/09/2024 | 2,39% | 0,44 CHF | 0,45 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 186 855 CHF | 63 785 CHF | 99,40% | 99,40% |
20/09/2024 | 2,43% | 0,40 CHF | 0,41 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 182 827 CHF | 62 442 CHF | 98,72% | 98,72% |
19/09/2024 | 2,82% | 0,36 CHF | 0,37 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 157 418 CHF | 53 973 CHF | 99,42% | 99,42% |
18/09/2024 | 2,36% | 0,38 CHF | 0,39 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 188 402 CHF | 64 301 CHF | 98,96% | 98,96% |
12/09/2024 | 1,83% | 0,51 CHF | 0,52 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 243 371 CHF | 82 624 CHF | 98,69% | 98,69% |
11/09/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 249 837 CHF | 84 779 CHF | 99,42% | 99,42% |
10/09/2024 | 2,12% | 0,53 CHF | 0,54 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 210 997 CHF | 71 833 CHF | 97,24% | 97,24% |