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 | 3,51% | 0,93 CHF | 0,96 CHF | 25 000 | 25 000 | 24 553 | 24 553 | 22 435 CHF | 23 234 CHF | 95,45% | 95,45% |
25/09/2024 | 2,73% | 0,91 CHF | 0,93 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 056 CHF | 46 292 CHF | 95,80% | 95,80% |
24/09/2024 | 2,65% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 54 773 | 50 000 | 49 396 CHF | 46 351 CHF | 93,59% | 93,59% |
23/09/2024 | 2,46% | 0,88 CHF | 0,90 CHF | 53 608 | 50 000 | 54 069 | 50 000 | 46 907 CHF | 44 463 CHF | 74,28% | 74,28% |
20/09/2024 | 2,96% | 0,83 CHF | 0,86 CHF | 54 819 | 50 000 | 54 547 | 50 000 | 46 373 CHF | 43 790 CHF | 87,60% | 87,60% |
19/09/2024 | 2,37% | 0,93 CHF | 0,95 CHF | 52 969 | 50 000 | 52 992 | 50 000 | 48 750 CHF | 47 105 CHF | 40,88% | 40,88% |
18/09/2024 | 2,69% | 0,83 CHF | 0,86 CHF | 54 537 | 50 000 | 55 296 | 50 000 | 45 333 CHF | 42 123 CHF | 96,59% | 96,59% |
12/09/2024 | 1,85% | 0,72 CHF | 0,73 CHF | 59 855 | 50 000 | 59 886 | 50 000 | 43 037 CHF | 36 611 CHF | 94,92% | 94,92% |
11/09/2024 | 2,33% | 0,69 CHF | 0,70 CHF | 60 403 | 50 000 | 59 557 | 50 000 | 42 489 CHF | 36 524 CHF | 98,96% | 98,96% |
10/09/2024 | 1,65% | 0,72 CHF | 0,73 CHF | 59 630 | 50 000 | 59 656 | 50 000 | 42 827 CHF | 36 495 CHF | 100,00% | 100,00% |