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 | 1,06% | 0,95 CHF | 0,96 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 282 111 CHF | 95 037 CHF | 99,30% | 99,30% |
25/09/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 297 822 CHF | 100 274 CHF | 98,68% | 98,68% |
24/09/2024 | 0,99% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 300 313 CHF | 101 104 CHF | 99,18% | 99,18% |
23/09/2024 | 0,98% | 1,00 CHF | 1,01 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 304 297 CHF | 102 432 CHF | 99,30% | 99,30% |
20/09/2024 | 1,00% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 298 873 CHF | 100 624 CHF | 99,24% | 99,24% |
19/09/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 306 500 CHF | 103 167 CHF | 99,29% | 99,29% |
18/09/2024 | 1,02% | 0,99 CHF | 1,00 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 291 811 CHF | 98 270 CHF | 99,28% | 99,28% |
12/09/2024 | 1,12% | 0,94 CHF | 0,95 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 268 024 CHF | 90 341 CHF | 99,30% | 99,30% |
11/09/2024 | 1,15% | 0,82 CHF | 0,83 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 258 536 CHF | 87 179 CHF | 99,01% | 99,01% |
10/09/2024 | 1,23% | 0,85 CHF | 0,86 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 243 263 CHF | 82 088 CHF | 97,13% | 97,13% |