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 | 2,04% | 1,09 CHF | 1,11 CHF | 50 000 | 50 000 | 50 000 | 48 394 | 54 148 CHF | 53 462 CHF | 97,84% | 97,84% |
25/09/2024 | 2,07% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 48 129 | 48 129 | 51 455 CHF | 52 515 CHF | 99,63% | 99,63% |
24/09/2024 | 1,99% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 547 CHF | 54 626 CHF | 100,00% | 100,00% |
23/09/2024 | 2,03% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 999 CHF | 53 063 CHF | 99,80% | 99,80% |
20/09/2024 | 2,19% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 57 476 | 50 000 | 55 911 CHF | 49 801 CHF | 87,60% | 87,60% |
19/09/2024 | 1,98% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 107 CHF | 53 151 CHF | 99,22% | 99,22% |
18/09/2024 | 2,04% | 1,05 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 976 CHF | 53 047 CHF | 99,28% | 99,28% |
12/09/2024 | 2,51% | 0,84 CHF | 0,86 CHF | 60 000 | 50 000 | 67 709 | 50 000 | 55 074 CHF | 41 765 CHF | 98,34% | 98,34% |
11/09/2024 | 2,57% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 69 817 | 50 000 | 56 984 CHF | 41 872 CHF | 56,29% | 56,29% |
10/09/2024 | 2,49% | 0,81 CHF | 0,83 CHF | 70 000 | 50 000 | 68 346 | 50 000 | 56 373 CHF | 42 298 CHF | 98,84% | 98,84% |