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 | 1,01% | 3,95 CHF | 3,99 CHF | 25 000 | 25 000 | 24 306 | 24 306 | 97 529 CHF | 98 498 CHF | 99,11% | 99,11% |
25/09/2024 | 0,98% | 3,99 CHF | 4,02 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 100 181 CHF | 101 171 CHF | 99,86% | 99,86% |
24/09/2024 | 0,96% | 3,93 CHF | 3,97 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 99 472 CHF | 100 428 CHF | 100,00% | 100,00% |
23/09/2024 | 0,97% | 3,87 CHF | 3,90 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 95 766 CHF | 96 697 CHF | 100,00% | 100,00% |
20/09/2024 | 1,01% | 3,75 CHF | 3,79 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 95 265 CHF | 96 234 CHF | 87,60% | 87,60% |
19/09/2024 | 0,94% | 3,87 CHF | 3,91 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 96 114 CHF | 97 026 CHF | 99,42% | 99,42% |
18/09/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
12/09/2024 | 1,01% | 3,63 CHF | 3,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 074 CHF | 91 998 CHF | 98,33% | 98,33% |
11/09/2024 | 1,01% | 3,57 CHF | 3,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 89 442 CHF | 90 351 CHF | 99,02% | 99,02% |
10/09/2024 | 0,99% | 3,58 CHF | 3,61 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 91 945 CHF | 92 861 CHF | 100,00% | 100,00% |