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 | 0,39% | 2,57 CHF | 2,58 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 128 555 CHF | 129 055 CHF | 100,00% | 100,00% |
25/09/2024 | 0,42% | 2,42 CHF | 2,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 118 975 CHF | 119 475 CHF | 100,00% | 100,00% |
24/09/2024 | 0,44% | 2,33 CHF | 2,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 112 744 CHF | 113 244 CHF | 99,99% | 99,99% |
23/09/2024 | 0,46% | 2,18 CHF | 2,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 082 CHF | 108 582 CHF | 100,00% | 100,00% |
20/09/2024 | 0,42% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 119 446 CHF | 119 946 CHF | 99,44% | 99,44% |
19/09/2024 | 0,42% | 2,38 CHF | 2,39 CHF | 50 000 | 50 000 | 49 999 | 49 999 | 119 782 CHF | 120 282 CHF | 98,17% | 98,17% |
18/09/2024 | 0,43% | 2,26 CHF | 2,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 114 876 CHF | 115 376 CHF | 100,00% | 100,00% |
12/09/2024 | 0,45% | 2,30 CHF | 2,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 109 751 CHF | 110 251 CHF | 100,00% | 100,00% |
11/09/2024 | 0,50% | 2,12 CHF | 2,13 CHF | 50 000 | 50 000 | 49 956 | 49 955 | 100 283 CHF | 100 780 CHF | 99,61% | 99,61% |
10/09/2024 | 0,49% | 2,04 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 294 CHF | 101 794 CHF | 100,00% | 100,00% |