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 | 1,01% | 0,93 CHF | 0,94 CHF | 150 000 | 150 000 | 149 898 | 149 898 | 149 584 CHF | 151 084 CHF | 99,78% | 99,78% |
10/09/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 132 475 CHF | 133 975 CHF | 99,99% | 99,99% |
09/09/2024 | 1,27% | 0,76 CHF | 0,77 CHF | 150 000 | 150 000 | 149 979 | 149 980 | 117 759 CHF | 119 260 CHF | 100,00% | 100,00% |
06/09/2024 | 0,95% | 0,97 CHF | 0,98 CHF | 150 000 | 150 000 | 149 652 | 149 653 | 158 472 CHF | 159 973 CHF | 99,77% | 99,77% |
05/09/2024 | 0,95% | 1,12 CHF | 1,13 CHF | 150 000 | 150 000 | 149 996 | 149 999 | 157 220 CHF | 158 723 CHF | 99,99% | 99,99% |
04/09/2024 | 1,32% | 0,84 CHF | 0,85 CHF | 150 000 | 140 000 | 150 000 | 149 995 | 113 212 CHF | 114 708 CHF | 99,99% | 99,99% |
03/09/2024 | 1,17% | 0,71 CHF | 0,72 CHF | 150 000 | 150 000 | 149 869 | 149 999 | 128 775 CHF | 130 393 CHF | 100,00% | 100,00% |
30/08/2024 | 0,73% | 1,16 CHF | 1,17 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 204 166 CHF | 205 666 CHF | 100,00% | 100,00% |
29/08/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 208 248 CHF | 209 748 CHF | 100,00% | 100,00% |
28/08/2024 | 0,73% | 1,33 CHF | 1,34 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 204 647 CHF | 206 147 CHF | 100,00% | 100,00% |