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 | 1,06% | 2,31 CHF | 2,33 CHF | 50 000 | 50 000 | 49 027 | 48 699 | 113 455 CHF | 113 865 CHF | 98,90% | 98,90% |
25/09/2024 | 1,00% | 2,43 CHF | 2,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 117 897 CHF | 119 079 CHF | 99,62% | 99,62% |
24/09/2024 | 1,26% | 2,20 CHF | 2,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 673 CHF | 110 050 CHF | 99,99% | 99,99% |
23/09/2024 | 1,49% | 2,18 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 802 CHF | 110 434 CHF | 100,00% | 100,00% |
20/09/2024 | 1,51% | 2,13 CHF | 2,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 709 CHF | 108 335 CHF | 90,11% | 90,11% |
19/09/2024 | 1,56% | 2,07 CHF | 2,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 102 285 CHF | 103 889 CHF | 94,97% | 94,97% |
18/09/2024 | 1,53% | 2,05 CHF | 2,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 105 894 CHF | 107 524 CHF | 84,78% | 84,78% |
12/09/2024 | 1,47% | 2,21 CHF | 2,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 110 045 CHF | 111 674 CHF | 97,95% | 97,95% |
11/09/2024 | 1,50% | 2,19 CHF | 2,22 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 107 893 CHF | 109 519 CHF | 98,73% | 98,73% |
10/09/2024 | 1,49% | 2,12 CHF | 2,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 106 109 CHF | 107 705 CHF | 97,35% | 97,35% |