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 | 1,31% | 1,84 CHF | 1,86 CHF | 50 000 | 50 000 | 49 027 | 48 699 | 90 183 CHF | 90 751 CHF | 98,90% | 98,90% |
25/09/2024 | 1,27% | 1,79 CHF | 1,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 89 969 CHF | 91 120 CHF | 99,55% | 99,55% |
24/09/2024 | 1,22% | 1,75 CHF | 1,77 CHF | 50 000 | 50 000 | 46 279 | 46 279 | 80 950 CHF | 81 913 CHF | 100,00% | 100,00% |
23/09/2024 | 1,86% | 1,80 CHF | 1,83 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 44 594 CHF | 45 430 CHF | 100,00% | 100,00% |
20/09/2024 | 1,83% | 1,68 CHF | 1,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 456 CHF | 43 241 CHF | 90,17% | 90,17% |
19/09/2024 | 1,76% | 1,68 CHF | 1,71 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 170 CHF | 42 920 CHF | 95,92% | 95,92% |
18/09/2024 | 1,79% | 1,64 CHF | 1,67 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 41 435 CHF | 42 185 CHF | 99,19% | 99,19% |
12/09/2024 | 1,75% | 1,71 CHF | 1,74 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 392 CHF | 43 142 CHF | 96,72% | 96,72% |
11/09/2024 | 1,77% | 1,69 CHF | 1,72 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 42 094 CHF | 42 844 CHF | 98,75% | 98,75% |
10/09/2024 | 1,82% | 1,70 CHF | 1,73 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 43 447 CHF | 44 244 CHF | 100,00% | 100,00% |