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 | 1,08% | 0,90 CHF | 0,91 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 413 450 CHF | 139 317 CHF | 98,72% | 98,72% |
25/09/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 466 248 CHF | 156 916 CHF | 98,77% | 98,77% |
24/09/2024 | 1,01% | 1,02 CHF | 1,03 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 444 790 CHF | 149 763 CHF | 98,57% | 98,57% |
23/09/2024 | 0,95% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 470 549 CHF | 158 350 CHF | 98,73% | 98,73% |
20/09/2024 | 0,97% | 1,08 CHF | 1,09 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 459 554 CHF | 154 685 CHF | 97,68% | 97,68% |
19/09/2024 | 1,14% | 0,89 CHF | 0,90 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 392 849 CHF | 132 450 CHF | 98,83% | 98,83% |
18/09/2024 | 1,03% | 0,94 CHF | 0,95 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 433 169 CHF | 145 890 CHF | 98,76% | 98,76% |
12/09/2024 | 1,00% | 1,03 CHF | 1,04 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 449 215 CHF | 151 238 CHF | 98,79% | 98,79% |
11/09/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 479 597 CHF | 161 366 CHF | 98,82% | 98,82% |
10/09/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 450 000 | 150 000 | 450 000 | 150 000 | 476 565 CHF | 160 355 CHF | 85,57% | 85,57% |