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 | 0,71% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 273 CHF | 70 773 CHF | 99,54% | 99,54% |
25/09/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 277 CHF | 66 777 CHF | 98,77% | 98,77% |
24/09/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 501 CHF | 65 001 CHF | 99,56% | 99,56% |
23/09/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 766 CHF | 67 266 CHF | 100,00% | 100,00% |
20/09/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 162 CHF | 66 662 CHF | 98,28% | 98,28% |
19/09/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 947 CHF | 67 447 CHF | 99,52% | 99,52% |
18/09/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 602 CHF | 64 102 CHF | 100,00% | 100,00% |
12/09/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 101 CHF | 65 601 CHF | 100,00% | 100,00% |
11/09/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 692 CHF | 61 192 CHF | 100,00% | 100,00% |
10/09/2024 | 0,87% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 082 CHF | 57 582 CHF | 99,77% | 99,77% |