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 | 2,11% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 105 174 | 48 262 | 51 796 CHF | 24 305 CHF | 99,22% | 99,22% |
25/09/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 114 424 | 50 000 | 110 533 | 50 000 | 51 596 CHF | 23 844 CHF | 47,22% | 47,22% |
24/09/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 111 837 | 50 000 | 50 765 CHF | 23 204 CHF | 63,52% | 63,52% |
23/09/2024 | 2,26% | 0,45 CHF | 0,46 CHF | 114 016 | 50 000 | 115 194 | 50 000 | 50 513 CHF | 22 426 CHF | 88,73% | 88,73% |
20/09/2024 | 2,07% | 0,45 CHF | 0,46 CHF | 114 637 | 50 000 | 108 724 | 50 000 | 51 959 CHF | 24 410 CHF | 89,67% | 89,67% |
19/09/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 51 948 CHF | 26 474 CHF | 99,34% | 99,34% |
18/09/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 101 868 | 50 000 | 50 871 CHF | 25 479 CHF | 99,39% | 99,39% |
12/09/2024 | 1,90% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 160 CHF | 26 580 CHF | 98,41% | 98,41% |
11/09/2024 | 1,94% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 214 | 50 000 | 51 044 CHF | 25 970 CHF | 98,88% | 98,88% |
10/09/2024 | 1,87% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 972 CHF | 26 986 CHF | 100,00% | 100,00% |