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 | 1,73% | 1,77 CHF | 1,80 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 17 246 CHF | 17 546 CHF | 100,00% | 100,00% |
25/09/2024 | 1,96% | 1,53 CHF | 1,56 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 15 165 CHF | 15 465 CHF | 100,00% | 100,00% |
24/09/2024 | 1,90% | 1,53 CHF | 1,56 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 15 627 CHF | 15 927 CHF | 99,74% | 99,74% |
23/09/2024 | 1,93% | 1,54 CHF | 1,57 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 15 413 CHF | 15 713 CHF | 99,95% | 99,95% |
20/09/2024 | 1,99% | 1,49 CHF | 1,52 CHF | 10 000 | 10 000 | 10 000 | 10 000 | 14 938 CHF | 15 238 CHF | 99,90% | 99,90% |
19/09/2024 | 2,07% | 1,53 CHF | 1,56 CHF | 10 000 | 10 000 | 17 708 | 17 708 | 25 355 CHF | 25 886 CHF | 98,22% | 98,22% |
18/09/2024 | 2,49% | 1,24 CHF | 1,27 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 23 797 CHF | 24 397 CHF | 99,79% | 99,79% |
12/09/2024 | 2,84% | 1,12 CHF | 1,15 CHF | 20 000 | 20 000 | 19 925 | 19 925 | 20 992 CHF | 21 592 CHF | 99,99% | 99,99% |
11/09/2024 | 4,20% | 0,69 CHF | 0,72 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 13 998 CHF | 14 598 CHF | 100,00% | 100,00% |
10/09/2024 | 4,21% | 0,69 CHF | 0,72 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 13 989 CHF | 14 589 CHF | 100,00% | 100,00% |