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 | 0,55% | 1,90 CHF | 1,91 CHF | 30 000 | 10 000 | 30 000 | 9 877 | 56 685 CHF | 18 766 CHF | 98,63% | 98,63% |
25/09/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 30 000 | 10 000 | 34 439 | 10 000 | 57 575 CHF | 16 893 CHF | 99,33% | 99,33% |
24/09/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 57 862 CHF | 14 566 CHF | 100,00% | 100,00% |
23/09/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 55 331 CHF | 13 933 CHF | 100,00% | 100,00% |
20/09/2024 | 0,66% | 1,44 CHF | 1,45 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 60 595 CHF | 15 249 CHF | 89,67% | 89,67% |
19/09/2024 | 0,63% | 1,59 CHF | 1,60 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 63 439 CHF | 15 960 CHF | 99,34% | 99,34% |
18/09/2024 | 0,69% | 1,47 CHF | 1,48 CHF | 40 000 | 10 000 | 40 000 | 10 000 | 57 687 CHF | 14 522 CHF | 96,60% | 96,60% |
12/09/2024 | 0,86% | 1,11 CHF | 1,12 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 58 024 CHF | 23 410 CHF | 97,86% | 97,86% |
11/09/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 54 465 CHF | 21 986 CHF | 99,03% | 99,03% |
10/09/2024 | 0,90% | 1,08 CHF | 1,09 CHF | 50 000 | 20 000 | 50 000 | 20 000 | 55 474 CHF | 22 390 CHF | 100,00% | 100,00% |