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 | 1,45% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 73 048 | 48 262 | 52 633 CHF | 35 319 CHF | 99,22% | 99,22% |
25/09/2024 | 1,45% | 0,67 CHF | 0,68 CHF | 80 000 | 50 000 | 79 401 | 50 000 | 54 436 CHF | 34 792 CHF | 99,51% | 99,51% |
24/09/2024 | 1,45% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 54 768 CHF | 34 730 CHF | 100,00% | 100,00% |
23/09/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 520 CHF | 33 950 CHF | 100,00% | 100,00% |
20/09/2024 | 1,41% | 0,68 CHF | 0,69 CHF | 80 000 | 50 000 | 77 730 | 50 000 | 54 783 CHF | 35 769 CHF | 89,67% | 89,67% |
19/09/2024 | 1,33% | 0,75 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 368 CHF | 37 906 CHF | 99,34% | 99,34% |
18/09/2024 | 1,36% | 0,72 CHF | 0,73 CHF | 70 000 | 50 000 | 70 365 | 50 000 | 51 231 CHF | 36 908 CHF | 96,61% | 96,61% |
12/09/2024 | 1,33% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 430 CHF | 37 950 CHF | 98,41% | 98,41% |
11/09/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 617 CHF | 37 369 CHF | 98,88% | 98,88% |
10/09/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 978 CHF | 38 342 CHF | 100,00% | 100,00% |