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 | 3,13% | 1,98 CHF | 2,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 28 394 CHF | 29 294 CHF | 99,99% | 99,99% |
25/09/2024 | 2,74% | 2,15 CHF | 2,21 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 32 495 CHF | 33 395 CHF | 100,00% | 100,00% |
24/09/2024 | 3,10% | 1,87 CHF | 1,93 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 28 658 CHF | 29 558 CHF | 99,99% | 99,99% |
23/09/2024 | 2,80% | 2,06 CHF | 2,12 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 31 751 CHF | 32 651 CHF | 100,00% | 100,00% |
20/09/2024 | 3,64% | 1,71 CHF | 1,77 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 24 392 CHF | 25 292 CHF | 100,00% | 100,00% |
19/09/2024 | 4,03% | 1,54 CHF | 1,60 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 21 948 CHF | 22 848 CHF | 98,17% | 98,17% |
18/09/2024 | 4,89% | 1,85 CHF | 1,91 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 677 CHF | 19 577 CHF | 100,00% | 100,00% |
12/09/2024 | 2,34% | 2,37 CHF | 2,43 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 133 CHF | 39 033 CHF | 99,99% | 99,99% |
11/09/2024 | 1,83% | 2,88 CHF | 2,94 CHF | 15 000 | 15 000 | 14 991 | 14 991 | 48 853 CHF | 49 753 CHF | 99,60% | 99,60% |
10/09/2024 | 1,66% | 3,47 CHF | 3,53 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 53 678 CHF | 54 578 CHF | 100,00% | 100,00% |