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 | 0,95% | 1,07 CHF | 1,08 CHF | 50 000 | 50 000 | 50 000 | 49 101 | 52 612 CHF | 52 186 CHF | 98,63% | 98,63% |
25/09/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 921 CHF | 47 101 CHF | 100,00% | 100,00% |
24/09/2024 | 1,04% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 59 777 | 50 000 | 57 034 CHF | 48 214 CHF | 100,00% | 100,00% |
23/09/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 338 CHF | 49 115 CHF | 100,00% | 100,00% |
20/09/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 586 CHF | 48 488 CHF | 89,67% | 89,67% |
19/09/2024 | 1,03% | 0,97 CHF | 0,98 CHF | 60 000 | 50 000 | 59 952 | 50 000 | 58 035 CHF | 48 902 CHF | 99,34% | 99,34% |
18/09/2024 | 1,04% | 0,93 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 57 606 CHF | 48 505 CHF | 99,98% | 99,98% |
12/09/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 66 932 CHF | 67 682 CHF | 97,86% | 97,86% |
11/09/2024 | 1,13% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 60 378 | 50 000 | 53 327 CHF | 44 677 CHF | 98,07% | 98,07% |
10/09/2024 | 1,09% | 0,90 CHF | 0,91 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 615 CHF | 46 012 CHF | 100,00% | 100,00% |