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 | 0,67% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 590 CHF | 75 090 CHF | 99,63% | 99,63% |
12/09/2024 | 0,55% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 90 921 CHF | 91 421 CHF | 99,78% | 99,78% |
11/09/2024 | 0,38% | 2,83 CHF | 2,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 132 702 CHF | 133 202 CHF | 98,40% | 98,40% |
10/09/2024 | 0,35% | 2,74 CHF | 2,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 141 630 CHF | 142 130 CHF | 99,98% | 99,98% |
09/09/2024 | 0,34% | 3,13 CHF | 3,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 148 780 CHF | 149 280 CHF | 100,00% | 100,00% |
06/09/2024 | 0,37% | 3,07 CHF | 3,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 851 CHF | 136 351 CHF | 97,65% | 97,65% |
05/09/2024 | 0,42% | 2,43 CHF | 2,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 120 089 CHF | 120 589 CHF | 99,45% | 99,45% |
04/09/2024 | 0,40% | 2,25 CHF | 2,26 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 568 CHF | 125 068 CHF | 98,62% | 98,62% |
03/09/2024 | 0,66% | 1,97 CHF | 1,98 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 808 CHF | 77 308 CHF | 97,19% | 97,19% |
30/08/2024 | 0,68% | 1,54 CHF | 1,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 095 CHF | 73 595 CHF | 99,20% | 99,20% |