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 | 1,61% | 0,63 CHF | 0,64 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 162 CHF | 62 721 CHF | 95,73% | 95,73% |
25/09/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 185 612 CHF | 62 871 CHF | 85,88% | 85,88% |
24/09/2024 | 1,62% | 0,62 CHF | 0,63 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 183 170 CHF | 62 057 CHF | 90,73% | 90,73% |
23/09/2024 | 1,59% | 0,60 CHF | 0,61 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 186 765 CHF | 63 255 CHF | 90,66% | 90,66% |
20/09/2024 | 1,56% | 0,61 CHF | 0,62 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 190 554 CHF | 64 518 CHF | 92,14% | 92,14% |
19/09/2024 | 1,40% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 212 661 CHF | 71 887 CHF | 96,44% | 96,44% |
18/09/2024 | 1,41% | 0,70 CHF | 0,71 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 211 748 CHF | 71 583 CHF | 92,12% | 92,12% |
12/09/2024 | 1,48% | 0,66 CHF | 0,67 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 200 898 CHF | 67 966 CHF | 95,79% | 95,79% |
11/09/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 202 051 CHF | 68 350 CHF | 92,37% | 92,37% |
10/09/2024 | 1,52% | 0,67 CHF | 0,68 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 195 813 CHF | 66 271 CHF | 79,24% | 79,24% |