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 | 0,75% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 497 CHF | 66 997 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 51 000 | 51 000 | 50 856 | 50 856 | 63 199 CHF | 63 707 CHF | 100,00% | 100,00% |
24/09/2024 | 0,75% | 1,30 CHF | 1,31 CHF | 51 000 | 51 000 | 50 098 | 50 098 | 66 358 CHF | 66 859 CHF | 99,77% | 99,77% |
23/09/2024 | 0,78% | 1,21 CHF | 1,22 CHF | 51 000 | 51 000 | 50 763 | 50 763 | 64 823 CHF | 65 330 CHF | 99,95% | 99,95% |
20/09/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 49 000 | 49 000 | 48 567 | 48 567 | 73 779 CHF | 74 265 CHF | 99,94% | 99,94% |
19/09/2024 | 0,67% | 1,50 CHF | 1,51 CHF | 49 000 | 49 000 | 49 000 | 49 000 | 73 154 CHF | 73 644 CHF | 98,20% | 98,20% |
18/09/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 49 990 | 49 990 | 71 455 CHF | 71 955 CHF | 99,97% | 99,97% |
12/09/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 50 000 | 50 000 | 50 023 | 50 023 | 68 334 CHF | 68 834 CHF | 99,99% | 99,99% |
11/09/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 51 000 | 51 000 | 51 335 | 51 335 | 63 983 CHF | 64 497 CHF | 99,99% | 99,99% |
10/09/2024 | 0,78% | 1,23 CHF | 1,24 CHF | 52 000 | 52 000 | 51 136 | 51 136 | 65 676 CHF | 66 188 CHF | 100,00% | 100,00% |