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 | 1,81% | 1,11 CHF | 1,13 CHF | 50 000 | 50 000 | 50 000 | 49 013 | 57 189 CHF | 57 055 CHF | 99,11% | 99,11% |
25/09/2024 | 1,86% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 47 590 | 47 590 | 53 193 CHF | 54 169 CHF | 77,95% | 77,95% |
24/09/2024 | 1,75% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 462 CHF | 58 475 CHF | 96,52% | 96,52% |
23/09/2024 | 1,61% | 1,25 CHF | 1,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 687 CHF | 63 702 CHF | 99,99% | 99,99% |
20/09/2024 | 1,59% | 1,22 CHF | 1,24 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 61 796 CHF | 62 789 CHF | 87,60% | 87,60% |
19/09/2024 | 1,67% | 1,15 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 998 CHF | 59 991 CHF | 99,42% | 99,42% |
18/09/2024 | 1,71% | 1,14 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 063 CHF | 59 063 CHF | 84,18% | 84,18% |
12/09/2024 | 1,70% | 1,12 CHF | 1,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 241 CHF | 59 241 CHF | 98,34% | 98,34% |
11/09/2024 | 1,71% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 178 CHF | 59 178 CHF | 48,86% | 48,86% |
10/09/2024 | 1,66% | 1,18 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 59 648 CHF | 60 648 CHF | 100,00% | 100,00% |