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 | 1,30% | 4,49 CHF | 4,55 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 68 702 CHF | 69 602 CHF | 100,00% | 100,00% |
25/09/2024 | 1,39% | 4,33 CHF | 4,39 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 64 545 CHF | 65 445 CHF | 100,00% | 100,00% |
24/09/2024 | 1,31% | 4,58 CHF | 4,64 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 68 424 CHF | 69 324 CHF | 100,00% | 100,00% |
23/09/2024 | 1,36% | 4,42 CHF | 4,48 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 65 651 CHF | 66 551 CHF | 100,00% | 100,00% |
20/09/2024 | 1,23% | 4,81 CHF | 4,87 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 72 990 CHF | 73 890 CHF | 100,00% | 100,00% |
19/09/2024 | 1,19% | 4,95 CHF | 5,01 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 75 306 CHF | 76 206 CHF | 98,16% | 98,16% |
18/09/2024 | 1,14% | 4,63 CHF | 4,69 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 78 881 CHF | 79 781 CHF | 100,00% | 100,00% |
12/09/2024 | 1,49% | 4,18 CHF | 4,24 CHF | 15 000 | 15 000 | 14 998 | 14 998 | 60 192 CHF | 61 092 CHF | 99,99% | 99,99% |
11/09/2024 | 1,84% | 3,63 CHF | 3,69 CHF | 15 000 | 15 000 | 14 990 | 14 990 | 48 643 CHF | 49 543 CHF | 99,62% | 99,62% |
10/09/2024 | 2,03% | 3,04 CHF | 3,10 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 995 CHF | 44 895 CHF | 100,00% | 100,00% |