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 | 1,07% | 1,39 CHF | 1,40 CHF | 50 000 | 50 000 | 49 514 | 48 699 | 69 124 CHF | 68 672 CHF | 98,90% | 98,90% |
25/09/2024 | 0,97% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 958 CHF | 72 658 CHF | 99,62% | 99,62% |
24/09/2024 | 1,39% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 101 CHF | 63 984 CHF | 99,99% | 99,99% |
23/09/2024 | 1,77% | 1,27 CHF | 1,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 162 CHF | 64 292 CHF | 100,00% | 100,00% |
20/09/2024 | 1,79% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 450 CHF | 62 557 CHF | 90,11% | 90,11% |
19/09/2024 | 1,89% | 1,17 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 697 CHF | 58 799 CHF | 94,97% | 94,97% |
18/09/2024 | 1,82% | 1,16 CHF | 1,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 898 CHF | 62 014 CHF | 84,78% | 84,78% |
12/09/2024 | 1,71% | 1,30 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 601 CHF | 65 714 CHF | 97,95% | 97,95% |
11/09/2024 | 1,77% | 1,28 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 737 CHF | 63 858 CHF | 98,73% | 98,73% |
10/09/2024 | 1,84% | 1,22 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 068 CHF | 62 203 CHF | 97,35% | 97,35% |