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 | 1,82% | 3,35 CHF | 3,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 040 CHF | 49 940 CHF | 100,00% | 100,00% |
25/09/2024 | 1,68% | 3,53 CHF | 3,59 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 127 CHF | 54 027 CHF | 100,00% | 100,00% |
24/09/2024 | 1,81% | 3,25 CHF | 3,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 282 CHF | 50 182 CHF | 100,00% | 100,00% |
23/09/2024 | 1,70% | 3,43 CHF | 3,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 52 434 CHF | 53 334 CHF | 100,00% | 100,00% |
20/09/2024 | 1,98% | 3,09 CHF | 3,15 CHF | 15 000 | 15 000 | 14 999 | 15 000 | 45 037 CHF | 45 941 CHF | 100,00% | 100,00% |
19/09/2024 | 2,09% | 2,91 CHF | 2,97 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 42 564 CHF | 43 464 CHF | 98,16% | 98,16% |
18/09/2024 | 2,34% | 3,22 CHF | 3,28 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 561 CHF | 39 461 CHF | 100,00% | 100,00% |
12/09/2024 | 1,52% | 3,76 CHF | 3,82 CHF | 15 000 | 15 000 | 14 998 | 14 998 | 58 898 CHF | 59 798 CHF | 99,98% | 99,98% |
11/09/2024 | 1,29% | 4,26 CHF | 4,32 CHF | 15 000 | 15 000 | 14 990 | 14 990 | 69 449 CHF | 70 349 CHF | 99,61% | 99,61% |
10/09/2024 | 1,20% | 4,84 CHF | 4,90 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 74 292 CHF | 75 192 CHF | 100,00% | 100,00% |