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 | 1,77% | 2,79 CHF | 2,82 CHF | 50 000 | 50 000 | 26 516 | 18 688 | 78 338 CHF | 55 469 CHF | 99,66% | 99,66% |
25/09/2024 | 1,79% | 2,95 CHF | 2,98 CHF | 50 000 | 50 000 | 26 546 | 18 728 | 78 609 CHF | 56 273 CHF | 99,21% | 99,21% |
24/09/2024 | 1,81% | 2,88 CHF | 2,91 CHF | 50 000 | 50 000 | 26 526 | 18 701 | 77 169 CHF | 54 968 CHF | 99,51% | 99,51% |
23/09/2024 | 1,85% | 2,87 CHF | 2,90 CHF | 50 000 | 50 000 | 26 603 | 18 804 | 76 392 CHF | 54 887 CHF | 98,34% | 98,34% |
20/09/2024 | 1,93% | 2,66 CHF | 2,69 CHF | 50 000 | 50 000 | 26 535 | 18 713 | 72 941 CHF | 52 244 CHF | 99,36% | 99,36% |
19/09/2024 | 1,92% | 2,74 CHF | 2,77 CHF | 100 000 | 100 000 | 37 376 | 37 376 | 103 416 CHF | 105 007 CHF | 99,65% | 99,65% |
18/09/2024 | 2,03% | 2,60 CHF | 2,63 CHF | 100 000 | 100 000 | 37 406 | 37 406 | 97 135 CHF | 98 727 CHF | 99,48% | 99,48% |
12/09/2024 | 2,11% | 2,55 CHF | 2,58 CHF | 100 000 | 100 000 | 39 359 | 37 393 | 99 242 CHF | 95 949 CHF | 99,34% | 99,34% |
11/09/2024 | 2,37% | 2,12 CHF | 2,15 CHF | 100 000 | 100 000 | 45 359 | 37 554 | 99 275 CHF | 83 400 CHF | 98,67% | 98,67% |
10/09/2024 | 1,68% | 2,16 CHF | 2,18 CHF | 100 000 | 100 000 | 45 198 | 37 369 | 96 946 CHF | 81 574 CHF | 99,65% | 99,65% |