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 | 1,13% | 5,20 CHF | 5,26 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 79 496 CHF | 80 396 CHF | 100,00% | 100,00% |
25/09/2024 | 1,19% | 5,05 CHF | 5,11 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 75 324 CHF | 76 224 CHF | 100,00% | 100,00% |
24/09/2024 | 1,13% | 5,30 CHF | 5,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 79 202 CHF | 80 102 CHF | 99,99% | 99,99% |
23/09/2024 | 1,17% | 5,14 CHF | 5,20 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 76 457 CHF | 77 357 CHF | 100,00% | 100,00% |
20/09/2024 | 1,07% | 5,53 CHF | 5,59 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 83 770 CHF | 84 670 CHF | 100,00% | 100,00% |
19/09/2024 | 1,04% | 5,67 CHF | 5,73 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 86 062 CHF | 86 962 CHF | 98,18% | 98,18% |
18/09/2024 | 1,00% | 5,34 CHF | 5,40 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 89 593 CHF | 90 493 CHF | 100,00% | 100,00% |
12/09/2024 | 1,26% | 4,90 CHF | 4,96 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 71 028 CHF | 71 928 CHF | 99,98% | 99,98% |
11/09/2024 | 1,51% | 4,35 CHF | 4,41 CHF | 15 000 | 15 000 | 14 990 | 14 990 | 59 368 CHF | 60 268 CHF | 99,59% | 99,59% |
10/09/2024 | 1,63% | 3,75 CHF | 3,81 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 54 732 CHF | 55 632 CHF | 100,00% | 100,00% |