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 | 0,41% | 2,61 CHF | 2,62 CHF | 20 000 | 10 000 | 20 000 | 9 877 | 51 631 CHF | 25 598 CHF | 98,63% | 98,63% |
25/09/2024 | 0,43% | 2,52 CHF | 2,53 CHF | 20 000 | 10 000 | 20 520 | 10 000 | 52 211 CHF | 25 568 CHF | 99,51% | 99,51% |
24/09/2024 | 0,41% | 2,59 CHF | 2,60 CHF | 20 000 | 10 000 | 20 000 | 10 000 | 53 033 CHF | 26 625 CHF | 100,00% | 100,00% |
23/09/2024 | 0,38% | 2,60 CHF | 2,61 CHF | 20 000 | 10 000 | 20 668 | 10 000 | 53 555 CHF | 26 051 CHF | 100,00% | 100,00% |
20/09/2024 | 0,45% | 2,42 CHF | 2,43 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 70 990 CHF | 23 771 CHF | 89,67% | 89,67% |
19/09/2024 | 0,46% | 2,41 CHF | 2,42 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 73 356 CHF | 24 565 CHF | 99,34% | 99,34% |
18/09/2024 | 0,41% | 2,43 CHF | 2,44 CHF | 30 000 | 10 000 | 30 000 | 10 000 | 72 459 CHF | 24 253 CHF | 97,28% | 97,28% |
12/09/2024 | 0,43% | 2,51 CHF | 2,52 CHF | 20 000 | 7 500 | 21 216 | 7 500 | 53 641 CHF | 19 065 CHF | 97,86% | 97,86% |
11/09/2024 | 0,84% | 2,51 CHF | 2,53 CHF | 3 750 | 3 750 | 3 750 | 3 750 | 9 271 CHF | 9 349 CHF | 99,03% | 99,03% |
10/09/2024 | 0,46% | 2,56 CHF | 2,57 CHF | 20 000 | 7 500 | 16 599 | 6 715 | 43 386 CHF | 17 646 CHF | 100,00% | 100,00% |