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 | 1,48% | 4,11 CHF | 4,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 60 363 CHF | 61 263 CHF | 100,00% | 100,00% |
25/09/2024 | 1,39% | 4,28 CHF | 4,34 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 64 432 CHF | 65 332 CHF | 100,00% | 100,00% |
24/09/2024 | 1,47% | 4,00 CHF | 4,06 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 60 590 CHF | 61 490 CHF | 100,00% | 100,00% |
23/09/2024 | 1,40% | 4,19 CHF | 4,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 63 777 CHF | 64 677 CHF | 100,00% | 100,00% |
20/09/2024 | 1,59% | 3,84 CHF | 3,90 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 56 364 CHF | 57 264 CHF | 100,00% | 100,00% |
19/09/2024 | 1,66% | 3,67 CHF | 3,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 865 CHF | 54 765 CHF | 98,18% | 98,18% |
18/09/2024 | 1,80% | 3,97 CHF | 4,03 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 818 CHF | 50 718 CHF | 100,00% | 100,00% |
12/09/2024 | 1,27% | 4,52 CHF | 4,58 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 70 293 CHF | 71 193 CHF | 99,99% | 99,99% |
11/09/2024 | 1,11% | 5,02 CHF | 5,08 CHF | 15 000 | 15 000 | 14 991 | 14 991 | 80 737 CHF | 81 637 CHF | 99,59% | 99,59% |
10/09/2024 | 1,05% | 5,60 CHF | 5,66 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 85 596 CHF | 86 496 CHF | 100,00% | 100,00% |