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 | 1,73% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 48 262 | 54 120 CHF | 29 539 CHF | 99,22% | 99,22% |
25/09/2024 | 1,75% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 90 971 | 50 000 | 51 460 CHF | 28 792 CHF | 99,51% | 99,51% |
24/09/2024 | 1,76% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 91 313 | 50 000 | 51 552 CHF | 28 741 CHF | 100,00% | 100,00% |
23/09/2024 | 1,81% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 97 699 | 50 000 | 53 603 CHF | 27 950 CHF | 100,00% | 100,00% |
20/09/2024 | 1,69% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 758 CHF | 29 810 CHF | 89,67% | 89,67% |
19/09/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 84 351 | 50 000 | 52 949 CHF | 31 907 CHF | 99,34% | 99,34% |
18/09/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 735 CHF | 30 908 CHF | 96,61% | 96,61% |
12/09/2024 | 1,58% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 83 339 | 50 000 | 52 399 CHF | 31 967 CHF | 98,41% | 98,41% |
11/09/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 87 871 | 50 000 | 54 267 CHF | 31 398 CHF | 98,88% | 98,88% |
10/09/2024 | 1,56% | 0,62 CHF | 0,63 CHF | 90 000 | 50 000 | 82 072 | 50 000 | 52 289 CHF | 32 380 CHF | 100,00% | 100,00% |