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 | 1,82% | 0,60 CHF | 0,61 CHF | 90 000 | 75 000 | 90 549 | 72 096 | 52 600 CHF | 42 795 CHF | 75,20% | 75,20% |
25/09/2024 | 2,07% | 0,47 CHF | 0,48 CHF | 95 395 | 75 000 | 95 148 | 75 000 | 45 448 CHF | 36 575 CHF | 99,35% | 99,35% |
24/09/2024 | 2,13% | 0,46 CHF | 0,47 CHF | 95 384 | 75 000 | 77 596 | 75 000 | 36 077 CHF | 35 678 CHF | 100,00% | 100,00% |
23/09/2024 | 1,97% | 0,48 CHF | 0,49 CHF | 71 275 | 50 000 | 71 048 | 50 000 | 35 724 CHF | 25 641 CHF | 100,00% | 100,00% |
20/09/2024 | 1,70% | 0,52 CHF | 0,53 CHF | 70 918 | 50 000 | 69 388 | 50 000 | 40 651 CHF | 29 809 CHF | 87,60% | 87,60% |
19/09/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 68 047 | 50 000 | 67 500 | 50 000 | 45 877 CHF | 34 485 CHF | 99,42% | 99,42% |
18/09/2024 | 1,65% | 0,63 CHF | 0,64 CHF | 68 309 | 50 000 | 68 745 | 50 000 | 41 272 CHF | 30 522 CHF | 97,99% | 97,99% |
12/09/2024 | 1,40% | 0,71 CHF | 0,72 CHF | 67 636 | 50 000 | 67 599 | 50 000 | 47 933 CHF | 35 956 CHF | 98,34% | 98,34% |
11/09/2024 | 1,46% | 0,66 CHF | 0,67 CHF | 68 176 | 50 000 | 67 586 | 50 000 | 45 914 CHF | 34 471 CHF | 99,03% | 99,03% |
10/09/2024 | 1,42% | 0,65 CHF | 0,66 CHF | 68 210 | 50 000 | 67 251 | 50 000 | 47 098 CHF | 35 527 CHF | 100,00% | 100,00% |