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 | 0,58% | 1,77 CHF | 1,78 CHF | 50 000 | 50 000 | 49 027 | 48 698 | 87 484 CHF | 87 398 CHF | 99,11% | 99,11% |
25/09/2024 | 1,21% | 1,68 CHF | 1,70 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 40 964 CHF | 41 464 CHF | 99,74% | 99,74% |
24/09/2024 | 0,79% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 46 326 | 46 326 | 67 155 CHF | 67 655 CHF | 100,00% | 100,00% |
23/09/2024 | 1,36% | 1,42 CHF | 1,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 438 CHF | 35 925 CHF | 100,00% | 100,00% |
20/09/2024 | 1,43% | 1,39 CHF | 1,41 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 34 812 CHF | 35 312 CHF | 87,60% | 87,60% |
19/09/2024 | 1,31% | 1,41 CHF | 1,43 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 790 CHF | 36 261 CHF | 99,42% | 99,42% |
18/09/2024 | 1,20% | 1,42 CHF | 1,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 35 500 CHF | 35 929 CHF | 97,45% | 97,45% |
12/09/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 644 CHF | 71 144 CHF | 96,07% | 96,07% |
11/09/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 554 CHF | 70 054 CHF | 99,03% | 99,03% |
10/09/2024 | 0,81% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 45 412 | 45 412 | 64 087 CHF | 64 580 CHF | 100,00% | 100,00% |