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 | 2,71% | 58,13 % | 59,73 % | 100 000 | 100 000 | 100 000 | 100 000 | 58 249 CHF | 59 849 CHF | 66,92% | 66,92% |
25/09/2024 | 2,84% | 54,98 % | 56,58 % | 100 000 | 100 000 | 100 000 | 100 000 | 55 541 CHF | 57 141 CHF | 71,71% | 71,71% |
24/09/2024 | 2,78% | 55,07 % | 56,67 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 733 CHF | 58 333 CHF | 49,05% | 49,05% |
23/09/2024 | 2,91% | 54,89 % | 56,49 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 146 CHF | 55 746 CHF | 76,23% | 76,23% |
20/09/2024 | 2,89% | 53,94 % | 55,54 % | 100 000 | 100 000 | 100 000 | 100 000 | 54 558 CHF | 56 158 CHF | 94,15% | 94,15% |
19/09/2024 | 2,61% | 59,21 % | 60,81 % | 100 000 | 100 000 | 100 000 | 100 000 | 60 422 CHF | 62 022 CHF | 84,94% | 84,94% |
18/09/2024 | 2,81% | 56,56 % | 58,16 % | 100 000 | 100 000 | 100 000 | 100 000 | 56 139 CHF | 57 739 CHF | 15,13% | 15,13% |
12/09/2024 | 3,09% | 51,15 % | 52,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 979 CHF | 52 579 CHF | 95,37% | 95,37% |
11/09/2024 | 3,14% | 50,10 % | 51,70 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 192 CHF | 51 792 CHF | 27,60% | 27,60% |
10/09/2024 | 3,10% | 50,26 % | 51,86 % | 100 000 | 100 000 | 100 000 | 100 000 | 50 902 CHF | 52 502 CHF | 72,47% | 72,47% |