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 | 3,62% | 0,58 CHF | 0,64 CHF | 10 000 | 10 000 | 72 168 | 41 084 | 43 550 CHF | 25 297 CHF | 99,65% | 99,65% |
25/09/2024 | 1,55% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 80 330 | 50 000 | 51 290 CHF | 32 429 CHF | 100,00% | 100,00% |
24/09/2024 | 1,49% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 190 CHF | 33 744 CHF | 99,05% | 99,05% |
23/09/2024 | 1,44% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 049 CHF | 34 906 CHF | 100,00% | 100,00% |
20/09/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 51 335 CHF | 32 584 CHF | 99,99% | 99,99% |
19/09/2024 | 1,79% | 0,64 CHF | 0,65 CHF | 80 000 | 50 000 | 77 868 | 48 782 | 49 629 CHF | 31 592 CHF | 98,78% | 98,78% |
18/09/2024 | 1,52% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 52 324 CHF | 33 203 CHF | 91,77% | 91,77% |
12/09/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 79 632 | 49 790 | 54 904 CHF | 34 829 CHF | 99,78% | 99,78% |
11/09/2024 | 1,80% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 68 567 | 47 701 | 49 178 CHF | 34 733 CHF | 98,41% | 98,41% |
10/09/2024 | 1,39% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 75 921 | 50 000 | 54 177 CHF | 36 196 CHF | 100,00% | 100,00% |