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 | 2,31% | 0,37 CHF | 0,38 CHF | 150 000 | 150 000 | 129 813 | 129 813 | 55 493 CHF | 56 791 CHF | 99,61% | 99,61% |
25/09/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 024 CHF | 56 024 CHF | 99,23% | 99,23% |
24/09/2024 | 1,74% | 0,56 CHF | 0,57 CHF | 100 000 | 100 000 | 99 688 | 99 688 | 56 647 CHF | 57 644 CHF | 99,66% | 99,66% |
23/09/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 75 000 | 75 000 | 83 886 | 83 886 | 56 023 CHF | 56 862 CHF | 99,22% | 99,22% |
20/09/2024 | 1,56% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 99 474 | 99 474 | 63 350 CHF | 64 345 CHF | 98,25% | 98,25% |
19/09/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 96 747 | 96 747 | 60 808 CHF | 61 776 CHF | 100,00% | 100,00% |
18/09/2024 | 1,44% | 0,70 CHF | 0,71 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 51 819 CHF | 52 569 CHF | 99,86% | 99,86% |
12/09/2024 | 1,44% | 0,71 CHF | 0,72 CHF | 75 000 | 75 000 | 75 402 | 75 402 | 51 964 CHF | 52 718 CHF | 99,64% | 99,64% |
11/09/2024 | 1,60% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 997 CHF | 62 997 CHF | 99,82% | 99,82% |
10/09/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 438 CHF | 56 438 CHF | 99,17% | 99,17% |