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 | 1,59% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 84 145 | 72 828 | 53 779 CHF | 47 253 CHF | 98,72% | 98,72% |
25/09/2024 | 1,36% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 105 | 75 000 | 54 964 CHF | 55 640 CHF | 99,10% | 99,10% |
24/09/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 76 586 | 75 000 | 55 276 CHF | 54 905 CHF | 100,00% | 100,00% |
23/09/2024 | 1,38% | 0,73 CHF | 0,74 CHF | 75 000 | 75 000 | 75 837 | 75 000 | 54 725 CHF | 54 886 CHF | 100,00% | 100,00% |
20/09/2024 | 1,51% | 0,67 CHF | 0,68 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 443 CHF | 49 915 CHF | 90,17% | 90,17% |
19/09/2024 | 1,54% | 0,62 CHF | 0,63 CHF | 90 000 | 75 000 | 82 486 | 75 000 | 53 057 CHF | 49 046 CHF | 99,38% | 99,38% |
18/09/2024 | 1,33% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 045 CHF | 56 795 CHF | 96,59% | 96,59% |
12/09/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 80 000 | 75 000 | 52 874 CHF | 50 319 CHF | 97,95% | 97,95% |
11/09/2024 | 1,47% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 980 | 75 000 | 54 001 CHF | 51 389 CHF | 98,75% | 98,75% |
10/09/2024 | 1,43% | 0,70 CHF | 0,71 CHF | 80 000 | 75 000 | 79 710 | 75 000 | 55 180 CHF | 52 677 CHF | 100,00% | 100,00% |