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 | 2,19% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 112 991 | 97 282 | 51 708 CHF | 45 539 CHF | 98,56% | 98,56% |
25/09/2024 | 2,06% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 109 469 | 100 000 | 52 499 CHF | 48 970 CHF | 95,48% | 95,48% |
24/09/2024 | 1,92% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 608 CHF | 52 608 CHF | 100,00% | 100,00% |
23/09/2024 | 1,79% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 341 CHF | 56 341 CHF | 100,00% | 100,00% |
20/09/2024 | 1,77% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 56 041 CHF | 57 041 CHF | 89,67% | 89,67% |
19/09/2024 | 1,82% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 566 CHF | 55 566 CHF | 99,34% | 99,34% |
18/09/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 529 CHF | 61 529 CHF | 96,61% | 96,61% |
12/09/2024 | 1,64% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 60 675 CHF | 61 675 CHF | 98,41% | 98,41% |
11/09/2024 | 1,69% | 0,62 CHF | 0,63 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 58 787 CHF | 59 787 CHF | 98,88% | 98,88% |
10/09/2024 | 1,79% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 263 CHF | 56 263 CHF | 100,00% | 100,00% |