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 | 2,93% | 2,02 CHF | 2,08 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 60 571 CHF | 62 371 CHF | 100,00% | 100,00% |
25/09/2024 | 3,02% | 1,94 CHF | 2,00 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 58 630 CHF | 60 430 CHF | 99,42% | 99,42% |
24/09/2024 | 3,14% | 1,87 CHF | 1,93 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 56 372 CHF | 58 172 CHF | 99,46% | 99,46% |
23/09/2024 | 3,05% | 1,97 CHF | 2,03 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 58 161 CHF | 59 961 CHF | 100,00% | 100,00% |
20/09/2024 | 3,25% | 1,79 CHF | 1,85 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 54 474 CHF | 56 274 CHF | 100,00% | 100,00% |
19/09/2024 | 3,28% | 1,79 CHF | 1,85 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 53 997 CHF | 55 797 CHF | 97,77% | 97,77% |
18/09/2024 | 3,32% | 1,73 CHF | 1,79 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 52 640 CHF | 54 416 CHF | 100,00% | 100,00% |
12/09/2024 | 3,30% | 1,82 CHF | 1,88 CHF | 30 000 | 30 000 | 29 886 | 29 886 | 53 889 CHF | 55 689 CHF | 100,00% | 100,00% |
11/09/2024 | 3,30% | 1,79 CHF | 1,85 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 53 681 CHF | 55 481 CHF | 100,00% | 100,00% |
10/09/2024 | 3,15% | 1,82 CHF | 1,88 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 56 264 CHF | 58 064 CHF | 99,75% | 99,75% |