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 | 2,20% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 74 390 | 73 328 | 62 563 CHF | 63 031 CHF | 92,26% | 92,26% |
25/09/2024 | 1,87% | 0,79 CHF | 0,81 CHF | 75 000 | 75 000 | 75 001 | 75 000 | 57 306 CHF | 58 395 CHF | 98,40% | 98,40% |
24/09/2024 | 1,56% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 77 985 | 75 000 | 55 309 CHF | 54 059 CHF | 98,58% | 98,58% |
23/09/2024 | 2,02% | 0,68 CHF | 0,70 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 291 CHF | 51 934 CHF | 99,78% | 99,78% |
20/09/2024 | 2,02% | 0,66 CHF | 0,67 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 54 298 CHF | 51 944 CHF | 90,04% | 90,04% |
19/09/2024 | 2,46% | 0,78 CHF | 0,80 CHF | 75 000 | 75 000 | 75 867 | 75 000 | 59 036 CHF | 59 899 CHF | 89,24% | 89,24% |
18/09/2024 | 2,08% | 0,64 CHF | 0,65 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 914 CHF | 50 649 CHF | 94,97% | 94,97% |
12/09/2024 | 2,05% | 0,61 CHF | 0,62 CHF | 90 000 | 75 000 | 84 613 | 75 000 | 52 695 CHF | 47 737 CHF | 94,47% | 94,47% |
11/09/2024 | 2,17% | 0,58 CHF | 0,59 CHF | 90 000 | 75 000 | 90 220 | 75 000 | 53 093 CHF | 45 113 CHF | 91,07% | 91,07% |
10/09/2024 | 2,07% | 0,59 CHF | 0,60 CHF | 90 000 | 75 000 | 87 060 | 75 000 | 52 918 CHF | 46 635 CHF | 89,21% | 89,21% |