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 | 0,64% | 3,20 CHF | 3,22 CHF | 50 000 | 50 000 | 48 647 | 48 647 | 155 740 CHF | 156 725 CHF | 98,48% | 98,48% |
25/09/2024 | 0,65% | 3,09 CHF | 3,11 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 151 654 CHF | 152 644 CHF | 99,51% | 99,51% |
24/09/2024 | 0,72% | 2,90 CHF | 2,92 CHF | 50 000 | 50 000 | 46 318 | 46 318 | 134 673 CHF | 135 618 CHF | 99,99% | 99,99% |
23/09/2024 | 0,68% | 2,84 CHF | 2,86 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 738 CHF | 143 716 CHF | 100,00% | 100,00% |
20/09/2024 | 0,69% | 2,79 CHF | 2,81 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 142 671 CHF | 143 662 CHF | 89,67% | 89,67% |
19/09/2024 | 0,68% | 2,88 CHF | 2,90 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 143 994 CHF | 144 973 CHF | 99,34% | 99,34% |
18/09/2024 | 0,72% | 2,72 CHF | 2,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 135 770 CHF | 136 749 CHF | 99,39% | 99,39% |
12/09/2024 | 0,73% | 2,63 CHF | 2,65 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 130 555 CHF | 131 515 CHF | 98,38% | 98,38% |
11/09/2024 | 0,75% | 2,48 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 734 CHF | 125 675 CHF | 96,63% | 96,63% |
10/09/2024 | 0,94% | 2,48 CHF | 2,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 124 318 CHF | 125 495 CHF | 100,00% | 100,00% |