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 | 0,65% | 1,53 CHF | 1,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 695 CHF | 77 195 CHF | 100,00% | 100,00% |
25/09/2024 | 0,58% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 136 CHF | 86 636 CHF | 100,00% | 100,00% |
24/09/2024 | 0,54% | 1,76 CHF | 1,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 92 417 CHF | 92 917 CHF | 100,00% | 100,00% |
23/09/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 731 CHF | 98 231 CHF | 100,00% | 100,00% |
20/09/2024 | 0,58% | 1,83 CHF | 1,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 241 CHF | 86 741 CHF | 99,44% | 99,44% |
19/09/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 49 996 | 49 998 | 85 617 CHF | 86 121 CHF | 98,17% | 98,17% |
18/09/2024 | 0,56% | 1,84 CHF | 1,85 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 770 CHF | 90 270 CHF | 100,00% | 100,00% |
12/09/2024 | 0,51% | 1,85 CHF | 1,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 693 CHF | 98 193 CHF | 99,99% | 99,99% |
11/09/2024 | 0,47% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 49 979 | 49 979 | 105 404 CHF | 105 904 CHF | 99,59% | 99,59% |
10/09/2024 | 0,48% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 711 CHF | 105 211 CHF | 100,00% | 100,00% |