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 | 1,56% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 81 010 | 72 796 | 52 783 CHF | 48 304 CHF | 99,11% | 99,11% |
25/09/2024 | 1,80% | 0,56 CHF | 0,57 CHF | 95 129 | 75 000 | 93 050 | 75 000 | 51 311 CHF | 42 125 CHF | 52,12% | 52,12% |
24/09/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 95 359 | 75 000 | 77 616 | 75 000 | 41 908 CHF | 41 293 CHF | 100,00% | 100,00% |
23/09/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 71 197 | 50 000 | 71 092 | 50 000 | 41 124 CHF | 29 424 CHF | 100,00% | 100,00% |
20/09/2024 | 1,50% | 0,59 CHF | 0,60 CHF | 70 944 | 50 000 | 69 397 | 50 000 | 45 881 CHF | 33 572 CHF | 87,60% | 87,60% |
19/09/2024 | 1,32% | 0,73 CHF | 0,74 CHF | 67 974 | 50 000 | 67 534 | 50 000 | 51 007 CHF | 38 266 CHF | 99,42% | 99,42% |
18/09/2024 | 1,47% | 0,71 CHF | 0,72 CHF | 68 333 | 50 000 | 68 740 | 50 000 | 46 545 CHF | 34 359 CHF | 98,64% | 98,64% |
12/09/2024 | 1,27% | 0,78 CHF | 0,79 CHF | 67 771 | 50 000 | 67 604 | 50 000 | 53 021 CHF | 39 716 CHF | 98,34% | 98,34% |
11/09/2024 | 1,31% | 0,74 CHF | 0,75 CHF | 68 071 | 50 000 | 67 569 | 50 000 | 51 088 CHF | 38 308 CHF | 99,03% | 99,03% |
10/09/2024 | 1,28% | 0,73 CHF | 0,74 CHF | 68 153 | 50 000 | 67 251 | 50 000 | 52 207 CHF | 39 325 CHF | 100,00% | 100,00% |