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 | 1,83% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 93 820 | 48 262 | 52 206 CHF | 27 388 CHF | 99,22% | 99,22% |
25/09/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 100 000 | 50 000 | 52 088 CHF | 26 544 CHF | 99,40% | 99,40% |
24/09/2024 | 1,90% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 094 | 50 000 | 52 131 CHF | 26 542 CHF | 100,00% | 100,00% |
23/09/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 101 354 | 50 000 | 51 040 CHF | 25 688 CHF | 100,00% | 100,00% |
20/09/2024 | 1,83% | 0,51 CHF | 0,52 CHF | 100 000 | 50 000 | 98 550 | 50 000 | 53 370 CHF | 27 598 CHF | 89,67% | 89,67% |
19/09/2024 | 1,70% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 601 CHF | 29 723 CHF | 99,34% | 99,34% |
18/09/2024 | 1,76% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 91 185 | 50 000 | 51 447 CHF | 28 720 CHF | 96,61% | 96,61% |
12/09/2024 | 1,70% | 0,57 CHF | 0,58 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 52 619 CHF | 29 733 CHF | 98,41% | 98,41% |
11/09/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 51 602 CHF | 29 168 CHF | 98,88% | 98,88% |
10/09/2024 | 1,67% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 338 CHF | 30 132 CHF | 100,00% | 100,00% |