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 | 2,19% | 0,46 CHF | 0,47 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 271 020 CHF | 92 340 CHF | 98,72% | 98,72% |
25/09/2024 | 2,40% | 0,41 CHF | 0,42 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 246 619 CHF | 84 206 CHF | 98,82% | 98,82% |
24/09/2024 | 2,21% | 0,43 CHF | 0,44 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 269 439 CHF | 91 813 CHF | 98,43% | 98,43% |
23/09/2024 | 2,65% | 0,39 CHF | 0,40 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 223 301 CHF | 76 434 CHF | 98,82% | 98,82% |
20/09/2024 | 2,61% | 0,36 CHF | 0,37 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 227 215 CHF | 77 738 CHF | 98,79% | 98,79% |
19/09/2024 | 2,57% | 0,40 CHF | 0,41 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 230 257 CHF | 78 752 CHF | 98,75% | 98,75% |
18/09/2024 | 3,24% | 0,33 CHF | 0,34 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 182 524 CHF | 62 841 CHF | 98,75% | 98,75% |
12/09/2024 | 4,49% | 0,21 CHF | 0,22 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 917 CHF | 45 639 CHF | 98,81% | 98,81% |
11/09/2024 | 4,61% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 127 490 CHF | 44 497 CHF | 98,78% | 98,78% |
10/09/2024 | 4,52% | 0,20 CHF | 0,21 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 130 461 CHF | 45 487 CHF | 85,60% | 85,60% |