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 | 3,15% | 1,19 CHF | 1,22 CHF | 12 500 | 12 500 | 12 314 | 12 314 | 14 448 CHF | 14 905 CHF | 96,48% | 96,48% |
25/09/2024 | 2,95% | 0,87 CHF | 0,89 CHF | 54 815 | 25 000 | 55 663 | 25 000 | 46 676 CHF | 21 598 CHF | 99,30% | 99,30% |
24/09/2024 | 2,91% | 0,87 CHF | 0,89 CHF | 54 861 | 25 000 | 54 501 | 25 000 | 48 209 CHF | 22 778 CHF | 100,00% | 100,00% |
23/09/2024 | 2,88% | 0,91 CHF | 0,94 CHF | 53 871 | 25 000 | 53 594 | 25 000 | 49 380 CHF | 23 714 CHF | 100,00% | 100,00% |
20/09/2024 | 2,61% | 0,90 CHF | 0,93 CHF | 54 952 | 25 000 | 54 034 | 25 000 | 49 524 CHF | 23 529 CHF | 87,60% | 87,60% |
19/09/2024 | 2,63% | 1,02 CHF | 1,05 CHF | 50 000 | 25 000 | 52 398 | 25 000 | 50 351 CHF | 24 718 CHF | 99,42% | 99,42% |
18/09/2024 | 2,96% | 0,84 CHF | 0,87 CHF | 56 661 | 25 000 | 55 244 | 25 000 | 48 749 CHF | 22 728 CHF | 96,59% | 96,59% |
12/09/2024 | 2,99% | 0,91 CHF | 0,94 CHF | 56 264 | 25 000 | 56 004 | 25 000 | 51 081 CHF | 23 496 CHF | 30,78% | 30,78% |
11/09/2024 | 2,97% | 0,85 CHF | 0,88 CHF | 58 492 | 25 000 | 57 741 | 25 000 | 49 806 CHF | 22 219 CHF | 99,03% | 99,03% |
10/09/2024 | 2,78% | 0,84 CHF | 0,87 CHF | 58 681 | 25 000 | 57 440 | 25 000 | 50 315 CHF | 22 521 CHF | 100,00% | 100,00% |