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 | 0,66% | 1,54 CHF | 1,55 CHF | 60 000 | 60 000 | 44 342 | 36 514 | 67 114 CHF | 55 638 CHF | 99,62% | 99,62% |
25/09/2024 | 0,70% | 1,46 CHF | 1,47 CHF | 60 000 | 60 000 | 44 380 | 36 571 | 63 287 CHF | 52 633 CHF | 98,74% | 98,74% |
24/09/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 60 000 | 60 000 | 48 962 | 43 443 | 68 909 CHF | 61 538 CHF | 48,25% | 48,25% |
23/09/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 60 000 | 60 000 | 44 384 | 36 576 | 63 340 CHF | 52 652 CHF | 98,67% | 98,67% |
20/09/2024 | 0,69% | 1,43 CHF | 1,44 CHF | 60 000 | 60 000 | 45 216 | 37 824 | 65 207 CHF | 54 873 CHF | 82,93% | 82,93% |
19/09/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 60 000 | 60 000 | 44 617 | 36 926 | 64 459 CHF | 53 537 CHF | 93,69% | 93,69% |
18/09/2024 | 0,69% | 1,39 CHF | 1,40 CHF | 60 000 | 60 000 | 44 647 | 36 971 | 63 941 CHF | 53 226 CHF | 93,06% | 93,06% |
12/09/2024 | 0,73% | 1,48 CHF | 1,49 CHF | 60 000 | 60 000 | 44 354 | 36 530 | 61 278 CHF | 51 103 CHF | 99,35% | 99,35% |
11/09/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 60 000 | 60 000 | 44 343 | 36 514 | 57 492 CHF | 47 637 CHF | 99,61% | 99,61% |
10/09/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 60 000 | 60 000 | 52 046 | 40 170 | 64 737 CHF | 50 454 CHF | 63,80% | 63,80% |