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 | 1,11% | 2,10 CHF | 2,13 CHF | 50 000 | 50 000 | 49 278 | 49 012 | 103 402 CHF | 103 980 CHF | 98,69% | 98,69% |
25/09/2024 | 1,10% | 2,02 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 100 180 CHF | 101 283 CHF | 99,55% | 99,55% |
24/09/2024 | 1,31% | 1,92 CHF | 1,94 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 465 CHF | 99 770 CHF | 99,88% | 99,88% |
23/09/2024 | 1,57% | 1,94 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 96 970 CHF | 98 508 CHF | 100,00% | 100,00% |
20/09/2024 | 1,55% | 1,94 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 483 CHF | 101 039 CHF | 90,17% | 90,17% |
19/09/2024 | 1,47% | 2,09 CHF | 2,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 103 605 CHF | 105 137 CHF | 91,55% | 91,55% |
18/09/2024 | 1,60% | 1,90 CHF | 1,93 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 94 643 CHF | 96 172 CHF | 97,77% | 97,77% |
12/09/2024 | 1,74% | 1,68 CHF | 1,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 350 CHF | 85 832 CHF | 91,49% | 91,49% |
11/09/2024 | 1,52% | 1,58 CHF | 1,60 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 161 CHF | 82 409 CHF | 87,73% | 87,73% |
10/09/2024 | 1,62% | 1,64 CHF | 1,67 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 82 323 CHF | 83 667 CHF | 93,16% | 93,16% |