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 | 1,22% | 0,79 CHF | 0,80 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 40 744 CHF | 41 244 CHF | 99,01% | 99,01% |
25/09/2024 | 1,07% | 0,83 CHF | 0,84 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 46 636 CHF | 47 136 CHF | 98,61% | 98,61% |
24/09/2024 | 0,93% | 0,96 CHF | 0,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 799 CHF | 54 299 CHF | 99,07% | 99,07% |
23/09/2024 | 0,96% | 1,06 CHF | 1,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 680 CHF | 52 180 CHF | 98,60% | 98,60% |
20/09/2024 | 0,96% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 817 CHF | 52 317 CHF | 97,67% | 97,67% |
19/09/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 445 CHF | 51 945 CHF | 99,39% | 99,39% |
18/09/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 50 415 CHF | 50 915 CHF | 99,25% | 99,25% |
12/09/2024 | 1,16% | 0,86 CHF | 0,87 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 43 000 CHF | 43 500 CHF | 99,04% | 99,04% |
11/09/2024 | 1,19% | 0,81 CHF | 0,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 41 857 CHF | 42 357 CHF | 99,31% | 99,31% |
10/09/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 38 626 CHF | 39 126 CHF | 98,58% | 98,58% |