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 | 0,70% | 2,17 CHF | 2,18 CHF | 50 000 | 50 000 | 48 872 | 48 378 | 106 066 CHF | 105 706 CHF | 98,63% | 98,63% |
25/09/2024 | 0,70% | 2,10 CHF | 2,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 358 CHF | 105 089 CHF | 99,27% | 99,27% |
24/09/2024 | 0,70% | 2,01 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 357 CHF | 100 058 CHF | 100,00% | 100,00% |
23/09/2024 | 0,76% | 1,95 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 767 CHF | 99 518 CHF | 100,00% | 100,00% |
20/09/2024 | 0,76% | 2,01 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 442 CHF | 104 236 CHF | 83,75% | 83,75% |
19/09/2024 | 1,15% | 2,12 CHF | 2,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 52 835 CHF | 53 448 CHF | 99,34% | 99,34% |
18/09/2024 | 1,16% | 2,08 CHF | 2,11 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 26 378 CHF | 26 686 CHF | 97,77% | 97,77% |
12/09/2024 | 0,62% | 2,26 CHF | 2,27 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 67 750 CHF | 56 811 CHF | 97,85% | 97,85% |
11/09/2024 | 0,66% | 2,20 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 790 CHF | 109 514 CHF | 99,03% | 99,03% |
10/09/2024 | 0,72% | 2,15 CHF | 2,17 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 63 172 CHF | 53 022 CHF | 100,00% | 100,00% |