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 | 0,87% | 6,95 CHF | 7,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 103 025 CHF | 103 925 CHF | 99,99% | 99,99% |
25/09/2024 | 0,84% | 7,13 CHF | 7,19 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 107 053 CHF | 107 953 CHF | 100,00% | 100,00% |
24/09/2024 | 0,87% | 6,83 CHF | 6,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 103 210 CHF | 104 110 CHF | 100,00% | 100,00% |
23/09/2024 | 0,84% | 7,03 CHF | 7,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 106 514 CHF | 107 414 CHF | 100,00% | 100,00% |
20/09/2024 | 0,91% | 6,70 CHF | 6,76 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 99 031 CHF | 99 931 CHF | 100,00% | 100,00% |
19/09/2024 | 0,93% | 6,51 CHF | 6,57 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 96 460 CHF | 97 360 CHF | 98,16% | 98,16% |
18/09/2024 | 0,97% | 6,81 CHF | 6,87 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 92 249 CHF | 93 149 CHF | 100,00% | 100,00% |
12/09/2024 | 0,79% | 7,38 CHF | 7,44 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 113 214 CHF | 114 114 CHF | 99,99% | 99,99% |
11/09/2024 | 0,73% | 7,86 CHF | 7,92 CHF | 15 000 | 15 000 | 14 991 | 14 991 | 123 286 CHF | 124 186 CHF | 99,60% | 99,60% |
10/09/2024 | 0,70% | 8,43 CHF | 8,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 128 195 CHF | 129 095 CHF | 100,00% | 100,00% |