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 | 0,24% | 4,13 CHF | 4,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 347 CHF | 208 847 CHF | 99,64% | 99,64% |
12/09/2024 | 0,26% | 4,06 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 195 594 CHF | 196 094 CHF | 99,78% | 99,78% |
11/09/2024 | 0,33% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 739 CHF | 152 239 CHF | 98,39% | 98,39% |
10/09/2024 | 0,35% | 2,96 CHF | 2,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 260 CHF | 143 760 CHF | 90,89% | 90,89% |
09/09/2024 | 0,36% | 2,58 CHF | 2,59 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 137 927 CHF | 138 427 CHF | 100,00% | 100,00% |
06/09/2024 | 0,34% | 2,62 CHF | 2,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 149 340 CHF | 149 840 CHF | 57,51% | 57,51% |
05/09/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 166 364 CHF | 166 864 CHF | 99,45% | 99,45% |
04/09/2024 | 0,31% | 3,51 CHF | 3,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 163 170 CHF | 163 670 CHF | 98,67% | 98,67% |
03/09/2024 | 0,24% | 3,80 CHF | 3,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 211 951 CHF | 212 451 CHF | 97,19% | 97,19% |
30/08/2024 | 0,23% | 4,25 CHF | 4,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 215 803 CHF | 216 303 CHF | 99,20% | 99,20% |