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 | 1,39% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 46 857 | 54 503 CHF | 51 847 CHF | 22,89% | 22,89% |
25/09/2024 | 1,41% | 1,01 CHF | 1,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 75 931 CHF | 77 010 CHF | 94,25% | 94,25% |
24/09/2024 | 1,34% | 0,96 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 769 CHF | 73 747 CHF | 100,00% | 100,00% |
23/09/2024 | 1,05% | 0,97 CHF | 0,98 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 346 CHF | 72 096 CHF | 100,00% | 100,00% |
20/09/2024 | 1,21% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 427 CHF | 72 300 CHF | 89,67% | 89,67% |
19/09/2024 | 1,11% | 0,99 CHF | 1,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 807 CHF | 73 615 CHF | 99,34% | 99,34% |
18/09/2024 | 1,26% | 0,90 CHF | 0,91 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 65 802 CHF | 66 635 CHF | 97,37% | 97,37% |
12/09/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 634 CHF | 61 384 CHF | 98,41% | 98,41% |
11/09/2024 | 1,24% | 0,77 CHF | 0,78 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 59 995 CHF | 60 745 CHF | 97,66% | 97,66% |
10/09/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 60 097 CHF | 60 847 CHF | 100,00% | 100,00% |