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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 1,63% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 956 CHF | 61 956 CHF | 97,20% | 97,20% |
10/09/2024 | 2,08% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 119 881 | 119 887 | 56 998 CHF | 58 200 CHF | 97,23% | 97,23% |
09/09/2024 | 2,26% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 126 900 | 126 900 | 55 444 CHF | 56 713 CHF | 97,95% | 97,95% |
06/09/2024 | 2,01% | 0,46 CHF | 0,47 CHF | 125 000 | 125 000 | 113 019 | 113 019 | 55 472 CHF | 56 602 CHF | 85,83% | 85,83% |
05/09/2024 | 1,20% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 205 CHF | 62 955 CHF | 98,82% | 98,82% |
04/09/2024 | 1,27% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 58 732 CHF | 59 482 CHF | 97,84% | 97,84% |
03/09/2024 | 1,00% | 0,87 CHF | 0,88 CHF | 75 000 | 75 000 | 59 354 | 59 354 | 58 585 CHF | 59 178 CHF | 98,97% | 98,97% |
30/08/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 59 207 | 59 207 | 59 701 CHF | 60 293 CHF | 93,29% | 93,29% |
29/08/2024 | 1,05% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 70 061 | 70 061 | 65 976 CHF | 66 676 CHF | 96,74% | 96,74% |
28/08/2024 | 0,97% | 0,93 CHF | 0,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 518 CHF | 52 018 CHF | 99,50% | 99,50% |