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 | 1,51% | 0,70 CHF | 0,71 CHF | 80 000 | 50 000 | 80 000 | 49 015 | 54 684 CHF | 34 018 CHF | 98,90% | 98,90% |
25/09/2024 | 1,55% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 81 776 | 50 000 | 52 334 CHF | 32 529 CHF | 99,49% | 99,49% |
24/09/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 027 CHF | 29 404 CHF | 100,00% | 100,00% |
23/09/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 603 CHF | 30 279 CHF | 100,00% | 100,00% |
20/09/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 86 893 | 50 000 | 53 585 CHF | 31 357 CHF | 90,17% | 90,17% |
19/09/2024 | 1,60% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 86 606 | 50 000 | 53 820 CHF | 31 588 CHF | 99,39% | 99,39% |
18/09/2024 | 1,57% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 81 837 | 50 000 | 51 842 CHF | 32 190 CHF | 99,05% | 99,05% |
12/09/2024 | 1,43% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 55 450 CHF | 35 156 CHF | 97,95% | 97,95% |
11/09/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 78 357 | 50 000 | 55 394 CHF | 35 861 CHF | 98,75% | 98,75% |
10/09/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 74 108 | 50 000 | 53 138 CHF | 36 383 CHF | 100,00% | 100,00% |