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 | 3,11% | 0,73 CHF | 0,75 CHF | 25 000 | 25 000 | 24 190 | 24 190 | 17 419 CHF | 17 959 CHF | 99,08% | 99,08% |
25/09/2024 | 1,89% | 0,71 CHF | 0,72 CHF | 80 000 | 50 000 | 77 173 | 50 000 | 54 552 CHF | 36 041 CHF | 95,80% | 95,80% |
24/09/2024 | 1,87% | 0,69 CHF | 0,70 CHF | 80 000 | 50 000 | 70 481 | 50 000 | 49 848 CHF | 36 084 CHF | 100,00% | 100,00% |
23/09/2024 | 1,77% | 0,69 CHF | 0,70 CHF | 68 672 | 50 000 | 69 903 | 50 000 | 47 468 CHF | 34 565 CHF | 100,00% | 100,00% |
20/09/2024 | 1,80% | 0,66 CHF | 0,67 CHF | 71 403 | 50 000 | 70 181 | 50 000 | 47 014 CHF | 34 112 CHF | 87,60% | 87,60% |
19/09/2024 | 1,85% | 0,73 CHF | 0,74 CHF | 67 065 | 50 000 | 68 038 | 50 000 | 48 360 CHF | 36 213 CHF | 99,42% | 99,42% |
18/09/2024 | 1,79% | 0,66 CHF | 0,67 CHF | 70 737 | 50 000 | 72 015 | 50 000 | 46 652 CHF | 32 992 CHF | 96,59% | 96,59% |
12/09/2024 | 1,98% | 0,57 CHF | 0,58 CHF | 79 226 | 50 000 | 78 986 | 50 000 | 45 197 CHF | 29 186 CHF | 98,35% | 98,35% |
11/09/2024 | 2,09% | 0,55 CHF | 0,56 CHF | 80 446 | 50 000 | 78 867 | 50 000 | 45 075 CHF | 29 188 CHF | 99,03% | 99,03% |
10/09/2024 | 2,39% | 0,58 CHF | 0,59 CHF | 78 434 | 50 000 | 78 727 | 50 000 | 45 007 CHF | 29 278 CHF | 100,00% | 100,00% |