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 | 1,54% | 3,31 CHF | 3,36 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 161 376 CHF | 163 876 CHF | 99,50% | 99,50% |
25/09/2024 | 1,64% | 2,95 CHF | 3,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 150 950 CHF | 153 450 CHF | 99,48% | 99,48% |
24/09/2024 | 1,56% | 3,13 CHF | 3,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 159 377 CHF | 161 877 CHF | 99,49% | 99,49% |
23/09/2024 | 1,80% | 2,91 CHF | 2,96 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 138 051 CHF | 140 551 CHF | 99,51% | 99,51% |
20/09/2024 | 1,79% | 2,75 CHF | 2,80 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 82 949 CHF | 84 449 CHF | 95,25% | 95,25% |
19/09/2024 | 1,30% | 3,76 CHF | 3,81 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 114 540 CHF | 116 040 CHF | 99,49% | 99,49% |
18/09/2024 | 1,45% | 3,44 CHF | 3,49 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 171 365 CHF | 173 865 CHF | 82,80% | 82,80% |
12/09/2024 | 1,61% | 3,04 CHF | 3,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 153 674 CHF | 156 174 CHF | 99,51% | 99,51% |
11/09/2024 | 1,68% | 3,03 CHF | 3,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 147 282 CHF | 149 782 CHF | 99,47% | 99,47% |
10/09/2024 | 1,53% | 2,97 CHF | 3,02 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 97 908 CHF | 99 408 CHF | 98,68% | 98,68% |