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 | 1,48% | 0,69 CHF | 0,70 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 33 522 CHF | 34 022 CHF | 99,53% | 99,53% |
25/09/2024 | 1,58% | 0,59 CHF | 0,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 340 CHF | 31 840 CHF | 98,78% | 98,78% |
24/09/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 32 851 CHF | 33 351 CHF | 99,58% | 99,58% |
23/09/2024 | 1,59% | 0,64 CHF | 0,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 309 CHF | 31 809 CHF | 100,00% | 100,00% |
20/09/2024 | 1,42% | 0,68 CHF | 0,69 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 35 015 CHF | 35 515 CHF | 98,31% | 98,31% |
19/09/2024 | 1,36% | 0,74 CHF | 0,75 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 36 640 CHF | 37 140 CHF | 99,54% | 99,54% |
18/09/2024 | 1,56% | 0,66 CHF | 0,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 31 855 CHF | 32 355 CHF | 100,00% | 100,00% |
12/09/2024 | 1,87% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 512 CHF | 27 012 CHF | 100,00% | 100,00% |
11/09/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 292 CHF | 26 792 CHF | 100,00% | 100,00% |
10/09/2024 | 1,75% | 0,53 CHF | 0,54 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 28 407 CHF | 28 907 CHF | 99,77% | 99,77% |