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 | 2,30% | 2,66 CHF | 2,72 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 672 CHF | 39 572 CHF | 100,00% | 100,00% |
25/09/2024 | 2,08% | 2,83 CHF | 2,89 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 42 771 CHF | 43 671 CHF | 100,00% | 100,00% |
24/09/2024 | 2,29% | 2,56 CHF | 2,62 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 926 CHF | 39 826 CHF | 100,00% | 100,00% |
23/09/2024 | 2,12% | 2,74 CHF | 2,80 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 42 051 CHF | 42 951 CHF | 100,00% | 100,00% |
20/09/2024 | 2,57% | 2,39 CHF | 2,45 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 34 672 CHF | 35 572 CHF | 100,00% | 100,00% |
19/09/2024 | 2,76% | 2,22 CHF | 2,28 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 32 216 CHF | 33 116 CHF | 98,16% | 98,16% |
18/09/2024 | 3,20% | 2,53 CHF | 2,59 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 28 255 CHF | 29 155 CHF | 100,00% | 100,00% |
12/09/2024 | 1,84% | 3,06 CHF | 3,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 48 477 CHF | 49 377 CHF | 99,99% | 99,99% |
11/09/2024 | 1,51% | 3,57 CHF | 3,63 CHF | 15 000 | 15 000 | 14 991 | 14 991 | 59 112 CHF | 60 012 CHF | 99,60% | 99,60% |
10/09/2024 | 1,40% | 4,15 CHF | 4,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 63 942 CHF | 64 842 CHF | 100,00% | 100,00% |