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 | 1,09% | 5,56 CHF | 5,62 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 82 170 CHF | 83 070 CHF | 99,99% | 99,99% |
25/09/2024 | 1,04% | 5,73 CHF | 5,79 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 86 216 CHF | 87 116 CHF | 100,00% | 100,00% |
24/09/2024 | 1,09% | 5,45 CHF | 5,51 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 82 376 CHF | 83 276 CHF | 100,00% | 100,00% |
23/09/2024 | 1,05% | 5,64 CHF | 5,70 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 85 619 CHF | 86 519 CHF | 100,00% | 100,00% |
20/09/2024 | 1,15% | 5,30 CHF | 5,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 78 173 CHF | 79 073 CHF | 100,00% | 100,00% |
19/09/2024 | 1,18% | 5,12 CHF | 5,18 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 75 641 CHF | 76 541 CHF | 98,16% | 98,16% |
18/09/2024 | 1,26% | 5,42 CHF | 5,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 71 509 CHF | 72 409 CHF | 100,00% | 100,00% |
12/09/2024 | 0,97% | 5,98 CHF | 6,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 92 234 CHF | 93 134 CHF | 99,99% | 99,99% |
11/09/2024 | 0,88% | 6,47 CHF | 6,53 CHF | 15 000 | 15 000 | 14 991 | 14 991 | 102 489 CHF | 103 389 CHF | 99,60% | 99,60% |
10/09/2024 | 0,83% | 7,05 CHF | 7,11 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 107 370 CHF | 108 270 CHF | 100,00% | 100,00% |