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 |
---|---|---|---|---|---|---|---|---|---|---|---|
26/09/2024 | 2,51% | 0,41 CHF | 0,42 CHF | 35 000 | 35 000 | 35 470 | 35 470 | 14 040 CHF | 14 395 CHF | 100,00% | 100,00% |
25/09/2024 | 2,81% | 0,32 CHF | 0,33 CHF | 36 000 | 36 000 | 36 071 | 36 071 | 12 710 CHF | 13 070 CHF | 99,51% | 99,51% |
24/09/2024 | 2,58% | 0,36 CHF | 0,37 CHF | 36 000 | 36 000 | 35 670 | 35 670 | 13 665 CHF | 14 022 CHF | 99,47% | 99,47% |
23/09/2024 | 2,80% | 0,36 CHF | 0,37 CHF | 36 000 | 36 000 | 36 015 | 36 015 | 12 689 CHF | 13 049 CHF | 100,00% | 100,00% |
20/09/2024 | 2,31% | 0,41 CHF | 0,42 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 14 985 CHF | 15 335 CHF | 100,00% | 100,00% |
19/09/2024 | 2,15% | 0,46 CHF | 0,47 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 16 118 CHF | 16 468 CHF | 97,77% | 97,77% |
18/09/2024 | 2,71% | 0,39 CHF | 0,40 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 13 116 CHF | 13 476 CHF | 100,00% | 100,00% |
12/09/2024 | 3,81% | 0,26 CHF | 0,27 CHF | 37 000 | 37 000 | 37 191 | 37 191 | 9 593 CHF | 9 965 CHF | 100,00% | 100,00% |
11/09/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 37 000 | 37 000 | 37 303 | 37 303 | 9 412 CHF | 9 785 CHF | 100,00% | 100,00% |
10/09/2024 | 3,35% | 0,26 CHF | 0,27 CHF | 37 000 | 37 000 | 36 875 | 36 875 | 10 907 CHF | 11 276 CHF | 100,00% | 100,00% |