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 | 1,76% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 460 CHF | 57 460 CHF | 98,99% | 98,99% |
25/09/2024 | 1,51% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 91 606 | 91 607 | 60 204 CHF | 61 120 CHF | 98,73% | 98,73% |
24/09/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 879 | 99 879 | 61 962 CHF | 62 961 CHF | 99,04% | 99,04% |
23/09/2024 | 1,49% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 87 788 | 87 788 | 58 469 CHF | 59 347 CHF | 98,60% | 98,60% |
20/09/2024 | 1,53% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 96 693 | 96 693 | 62 466 CHF | 63 433 CHF | 97,62% | 97,62% |
19/09/2024 | 1,88% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 768 CHF | 53 768 CHF | 99,39% | 99,39% |
18/09/2024 | 1,65% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 000 CHF | 61 000 CHF | 99,21% | 99,21% |
12/09/2024 | 1,57% | 0,65 CHF | 0,66 CHF | 100 000 | 100 000 | 99 825 | 99 825 | 63 211 CHF | 64 210 CHF | 99,01% | 99,01% |
11/09/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 850 CHF | 52 600 CHF | 99,21% | 99,21% |
10/09/2024 | 1,45% | 0,72 CHF | 0,73 CHF | 75 000 | 75 000 | 80 310 | 80 310 | 54 815 CHF | 55 618 CHF | 98,55% | 98,55% |