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 | 0,52% | 1,99 CHF | 2,00 CHF | 50 000 | 50 000 | 49 027 | 48 698 | 98 405 CHF | 98 249 CHF | 99,11% | 99,11% |
25/09/2024 | 1,07% | 1,90 CHF | 1,92 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 46 519 CHF | 47 019 CHF | 99,13% | 99,13% |
24/09/2024 | 0,65% | 1,68 CHF | 1,69 CHF | 50 000 | 50 000 | 46 326 | 46 326 | 77 453 CHF | 77 937 CHF | 100,00% | 100,00% |
23/09/2024 | 1,05% | 1,64 CHF | 1,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 005 CHF | 41 438 CHF | 100,00% | 100,00% |
20/09/2024 | 1,16% | 1,61 CHF | 1,63 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 392 CHF | 40 862 CHF | 87,60% | 87,60% |
19/09/2024 | 1,15% | 1,63 CHF | 1,65 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 312 CHF | 41 790 CHF | 99,42% | 99,42% |
18/09/2024 | 1,13% | 1,64 CHF | 1,66 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 031 CHF | 41 498 CHF | 96,59% | 96,59% |
12/09/2024 | 0,61% | 1,64 CHF | 1,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 685 CHF | 82 185 CHF | 98,34% | 98,34% |
11/09/2024 | 0,62% | 1,62 CHF | 1,63 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 80 599 CHF | 81 099 CHF | 99,03% | 99,03% |
10/09/2024 | 0,71% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 45 412 | 45 412 | 74 107 CHF | 74 601 CHF | 100,00% | 100,00% |