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 | 0,37% | 2,72 CHF | 2,73 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 134 747 CHF | 135 241 CHF | 100,00% | 100,00% |
25/09/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 50 000 | 50 000 | 49 531 | 49 530 | 144 124 CHF | 144 618 CHF | 100,00% | 100,00% |
24/09/2024 | 0,33% | 2,94 CHF | 2,95 CHF | 50 000 | 50 000 | 49 532 | 49 531 | 150 286 CHF | 150 778 CHF | 99,99% | 99,99% |
23/09/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 155 729 CHF | 156 224 CHF | 100,00% | 100,00% |
20/09/2024 | 0,35% | 3,02 CHF | 3,03 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 144 330 CHF | 144 825 CHF | 100,00% | 100,00% |
19/09/2024 | 0,35% | 2,92 CHF | 2,93 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 143 555 CHF | 144 051 CHF | 100,00% | 100,00% |
18/09/2024 | 0,34% | 3,03 CHF | 3,04 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 147 482 CHF | 147 978 CHF | 100,00% | 100,00% |
12/09/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 50 000 | 50 000 | 49 530 | 49 530 | 155 970 CHF | 156 466 CHF | 99,98% | 99,98% |
11/09/2024 | 0,31% | 3,19 CHF | 3,20 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 163 221 CHF | 163 717 CHF | 99,94% | 99,94% |
10/09/2024 | 0,31% | 3,26 CHF | 3,27 CHF | 50 000 | 50 000 | 49 531 | 49 531 | 162 589 CHF | 163 085 CHF | 100,00% | 100,00% |