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 | 2,39% | 1,37 CHF | 1,40 CHF | 25 000 | 25 000 | 24 190 | 24 190 | 32 944 CHF | 33 730 CHF | 99,08% | 99,08% |
25/09/2024 | 1,59% | 1,35 CHF | 1,38 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 492 CHF | 68 574 CHF | 95,80% | 95,80% |
24/09/2024 | 1,60% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 558 CHF | 68 649 CHF | 99,63% | 99,63% |
23/09/2024 | 1,67% | 1,33 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 666 CHF | 66 770 CHF | 100,00% | 100,00% |
20/09/2024 | 1,74% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 027 CHF | 66 170 CHF | 87,60% | 87,60% |
19/09/2024 | 1,63% | 1,37 CHF | 1,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 580 CHF | 68 694 CHF | 99,42% | 99,42% |
18/09/2024 | 1,62% | 1,28 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 462 CHF | 64 496 CHF | 96,59% | 96,59% |
12/09/2024 | 1,79% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 351 CHF | 59 407 CHF | 98,35% | 98,35% |
11/09/2024 | 1,91% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 198 CHF | 59 320 CHF | 96,21% | 96,21% |
10/09/2024 | 1,98% | 1,17 CHF | 1,19 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 247 CHF | 59 410 CHF | 100,00% | 100,00% |