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 | 4,83% | 1,29 CHF | 1,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 290 CHF | 19 190 CHF | 100,00% | 100,00% |
25/09/2024 | 3,98% | 1,46 CHF | 1,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 22 228 CHF | 23 128 CHF | 100,00% | 100,00% |
24/09/2024 | 4,77% | 1,19 CHF | 1,25 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 465 CHF | 19 365 CHF | 99,99% | 99,99% |
23/09/2024 | 4,12% | 1,37 CHF | 1,43 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 455 CHF | 22 355 CHF | 100,00% | 100,00% |
20/09/2024 | 5,83% | 1,07 CHF | 1,13 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 103 CHF | 16 003 CHF | 100,00% | 100,00% |
19/09/2024 | 6,60% | 0,94 CHF | 1,00 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 13 270 CHF | 14 170 CHF | 98,16% | 98,16% |
18/09/2024 | 10,19% | 1,17 CHF | 1,23 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 9 555 CHF | 10 456 CHF | 100,00% | 100,00% |
12/09/2024 | 3,21% | 1,68 CHF | 1,74 CHF | 15 000 | 15 000 | 14 998 | 14 998 | 27 786 CHF | 28 686 CHF | 99,99% | 99,99% |
11/09/2024 | 2,31% | 2,20 CHF | 2,26 CHF | 15 000 | 15 000 | 14 990 | 14 990 | 38 604 CHF | 39 504 CHF | 99,58% | 99,58% |
10/09/2024 | 2,05% | 2,79 CHF | 2,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 411 CHF | 44 311 CHF | 100,00% | 100,00% |