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 | 2,27% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 48 974 | 55 083 CHF | 45 978 CHF | 99,22% | 99,22% |
25/09/2024 | 2,29% | 0,87 CHF | 0,89 CHF | 60 000 | 50 000 | 60 682 | 50 000 | 52 442 CHF | 44 234 CHF | 99,51% | 99,51% |
24/09/2024 | 2,04% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 788 CHF | 39 940 CHF | 100,00% | 100,00% |
23/09/2024 | 2,20% | 0,74 CHF | 0,76 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 52 270 CHF | 38 166 CHF | 100,00% | 100,00% |
20/09/2024 | 2,66% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 952 CHF | 38 109 CHF | 89,67% | 89,67% |
19/09/2024 | 2,59% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 338 CHF | 39 098 CHF | 99,34% | 99,34% |
18/09/2024 | 1,99% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 54 666 CHF | 39 830 CHF | 96,61% | 96,61% |
12/09/2024 | 2,46% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 56 206 CHF | 41 147 CHF | 98,41% | 98,41% |
11/09/2024 | 2,00% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 020 CHF | 38 636 CHF | 97,67% | 97,67% |
10/09/2024 | 2,45% | 0,76 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 068 CHF | 38 844 CHF | 100,00% | 100,00% |