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 | 0,41% | 2,45 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 122 991 CHF | 123 491 CHF | 100,00% | 100,00% |
25/09/2024 | 0,44% | 2,31 CHF | 2,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 429 CHF | 113 929 CHF | 100,00% | 100,00% |
24/09/2024 | 0,47% | 2,22 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 194 CHF | 107 694 CHF | 100,00% | 100,00% |
23/09/2024 | 0,49% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 511 CHF | 103 011 CHF | 100,00% | 100,00% |
20/09/2024 | 0,44% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 113 896 CHF | 114 396 CHF | 99,44% | 99,44% |
19/09/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 50 000 | 50 000 | 49 999 | 49 999 | 114 239 CHF | 114 739 CHF | 98,18% | 98,18% |
18/09/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 354 CHF | 109 854 CHF | 100,00% | 100,00% |
12/09/2024 | 0,48% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 192 CHF | 104 692 CHF | 100,00% | 100,00% |
11/09/2024 | 0,53% | 2,01 CHF | 2,02 CHF | 50 000 | 50 000 | 49 955 | 49 955 | 94 755 CHF | 95 255 CHF | 99,58% | 99,58% |
10/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 765 CHF | 96 265 CHF | 100,00% | 100,00% |