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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18/09/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 525 000 | 525 000 | 525 000 | 525 000 | 175 884 CHF | 181 134 CHF | 99,77% | 99,77% |
12/09/2024 | 2,62% | 0,38 CHF | 0,39 CHF | 475 000 | 475 000 | 481 600 | 481 603 | 181 126 CHF | 185 943 CHF | 100,00% | 100,00% |
11/09/2024 | 2,37% | 0,42 CHF | 0,43 CHF | 425 000 | 425 000 | 442 191 | 442 182 | 184 366 CHF | 188 784 CHF | 100,00% | 100,00% |
10/09/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 425 000 | 425 000 | 453 334 | 453 334 | 186 461 CHF | 190 995 CHF | 99,95% | 99,95% |
09/09/2024 | 2,42% | 0,41 CHF | 0,42 CHF | 475 000 | 475 000 | 455 739 | 453 852 | 186 053 CHF | 189 817 CHF | 91,26% | 91,26% |
06/09/2024 | 2,43% | 0,42 CHF | 0,43 CHF | 450 000 | 450 000 | 468 117 | 468 117 | 190 389 CHF | 195 071 CHF | 90,84% | 90,84% |
05/09/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 500 000 | 500 000 | 497 927 | 497 932 | 193 319 CHF | 198 317 CHF | 96,03% | 96,03% |
04/09/2024 | 2,53% | 0,38 CHF | 0,39 CHF | 500 000 | 500 000 | 490 306 | 490 307 | 191 481 CHF | 196 385 CHF | 93,47% | 93,47% |
03/09/2024 | 3,13% | 0,35 CHF | 0,36 CHF | 525 000 | 525 000 | 566 017 | 565 967 | 180 832 CHF | 186 566 CHF | 98,84% | 98,84% |
30/08/2024 | 3,17% | 0,31 CHF | 0,32 CHF | 575 000 | 575 000 | 583 287 | 583 287 | 180 883 CHF | 186 716 CHF | 94,41% | 94,41% |