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 | 1,77% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 146 | 48 262 | 52 082 CHF | 28 396 CHF | 99,22% | 99,22% |
25/09/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 98 942 | 50 000 | 53 680 CHF | 27 641 CHF | 99,34% | 99,34% |
24/09/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 54 250 CHF | 27 625 CHF | 100,00% | 100,00% |
23/09/2024 | 1,89% | 0,53 CHF | 0,54 CHF | 100 000 | 50 000 | 99 933 | 50 000 | 52 403 CHF | 26 720 CHF | 100,00% | 100,00% |
20/09/2024 | 1,76% | 0,54 CHF | 0,55 CHF | 100 000 | 50 000 | 92 766 | 50 000 | 52 178 CHF | 28 646 CHF | 89,67% | 89,67% |
19/09/2024 | 1,64% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 54 438 CHF | 30 743 CHF | 99,34% | 99,34% |
18/09/2024 | 1,69% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 690 CHF | 29 773 CHF | 96,61% | 96,61% |
12/09/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 89 524 | 50 000 | 54 389 CHF | 30 883 CHF | 98,41% | 98,41% |
11/09/2024 | 1,67% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 606 CHF | 30 281 CHF | 98,88% | 98,88% |
10/09/2024 | 1,61% | 0,60 CHF | 0,61 CHF | 90 000 | 50 000 | 87 554 | 50 000 | 53 835 CHF | 31 272 CHF | 100,00% | 100,00% |