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 | 1,35% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 48 262 | 53 017 CHF | 37 063 CHF | 99,22% | 99,22% |
25/09/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 72 744 | 50 000 | 52 471 CHF | 36 588 CHF | 99,37% | 99,37% |
24/09/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 70 000 | 50 000 | 71 754 | 50 000 | 51 762 CHF | 36 589 CHF | 100,00% | 100,00% |
23/09/2024 | 1,41% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 78 453 | 50 000 | 55 184 CHF | 35 688 CHF | 100,00% | 100,00% |
20/09/2024 | 1,34% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 70 100 | 50 000 | 52 018 CHF | 37 605 CHF | 89,67% | 89,67% |
19/09/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 912 CHF | 39 723 CHF | 99,34% | 99,34% |
18/09/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 548 CHF | 38 749 CHF | 96,61% | 96,61% |
12/09/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 926 CHF | 39 733 CHF | 98,41% | 98,41% |
11/09/2024 | 1,28% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 135 CHF | 39 168 CHF | 98,88% | 98,88% |
10/09/2024 | 1,25% | 0,78 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 55 485 CHF | 40 132 CHF | 100,00% | 100,00% |