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 | 0,48% | 2,07 CHF | 2,08 CHF | 50 000 | 50 000 | 48 792 | 48 792 | 100 657 CHF | 101 145 CHF | 100,00% | 100,00% |
25/09/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 52 000 | 52 000 | 50 646 | 50 646 | 94 175 CHF | 94 682 CHF | 100,00% | 100,00% |
24/09/2024 | 0,55% | 1,84 CHF | 1,85 CHF | 52 000 | 52 000 | 50 830 | 50 830 | 92 822 CHF | 93 330 CHF | 100,00% | 100,00% |
23/09/2024 | 0,66% | 1,57 CHF | 1,58 CHF | 55 000 | 55 000 | 54 233 | 54 233 | 81 860 CHF | 82 402 CHF | 100,00% | 100,00% |
20/09/2024 | 0,63% | 1,55 CHF | 1,56 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 85 389 CHF | 85 925 CHF | 100,00% | 100,00% |
19/09/2024 | 0,60% | 1,65 CHF | 1,66 CHF | 54 000 | 54 000 | 52 739 | 52 739 | 88 267 CHF | 88 794 CHF | 98,11% | 98,11% |
18/09/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 56 000 | 56 000 | 55 154 | 55 154 | 81 355 CHF | 81 907 CHF | 99,19% | 99,19% |
12/09/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 57 000 | 57 000 | 55 515 | 55 515 | 80 513 CHF | 81 068 CHF | 100,00% | 100,00% |
11/09/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 58 000 | 58 000 | 57 057 | 57 057 | 75 654 CHF | 76 225 CHF | 100,00% | 100,00% |
10/09/2024 | 0,79% | 1,25 CHF | 1,26 CHF | 59 000 | 59 000 | 57 661 | 57 661 | 72 279 CHF | 72 856 CHF | 99,75% | 99,75% |