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 | 1,84% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 74 112 | 72 831 | 62 067 CHF | 62 084 CHF | 98,89% | 98,89% |
25/09/2024 | 1,98% | 0,84 CHF | 0,86 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 62 276 CHF | 63 521 CHF | 99,62% | 99,62% |
24/09/2024 | 1,94% | 0,83 CHF | 0,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 191 CHF | 62 389 CHF | 100,00% | 100,00% |
23/09/2024 | 1,81% | 0,85 CHF | 0,87 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 64 163 CHF | 65 336 CHF | 99,70% | 99,70% |
20/09/2024 | 1,96% | 0,80 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 744 CHF | 60 927 CHF | 90,17% | 90,17% |
19/09/2024 | 1,80% | 0,78 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 461 CHF | 61 561 CHF | 99,39% | 99,39% |
18/09/2024 | 1,86% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 61 581 CHF | 62 736 CHF | 99,33% | 99,33% |
12/09/2024 | 2,09% | 0,63 CHF | 0,65 CHF | 80 000 | 75 000 | 87 223 | 75 000 | 53 562 CHF | 47 082 CHF | 97,95% | 97,95% |
11/09/2024 | 2,09% | 0,64 CHF | 0,66 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 379 CHF | 50 142 CHF | 98,75% | 98,75% |
10/09/2024 | 2,22% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 53 393 CHF | 51 182 CHF | 100,00% | 100,00% |