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 | 1,54% | 0,67 CHF | 0,68 CHF | 100 000 | 100 000 | 98 790 | 97 302 | 67 248 CHF | 67 267 CHF | 99,22% | 99,22% |
25/09/2024 | 1,62% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 193 CHF | 62 193 CHF | 98,53% | 98,53% |
24/09/2024 | 1,83% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 176 CHF | 55 176 CHF | 100,00% | 100,00% |
23/09/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 102 122 | 100 000 | 51 026 CHF | 51 009 CHF | 99,38% | 99,38% |
20/09/2024 | 2,09% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 110 770 | 100 000 | 52 425 CHF | 48 344 CHF | 89,67% | 89,67% |
19/09/2024 | 1,91% | 0,51 CHF | 0,52 CHF | 100 000 | 100 000 | 101 567 | 100 000 | 52 755 CHF | 52 996 CHF | 99,34% | 99,34% |
18/09/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 815 | 100 000 | 50 715 CHF | 51 316 CHF | 98,51% | 98,51% |
12/09/2024 | 2,11% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 111 600 | 100 000 | 52 345 CHF | 47 937 CHF | 97,78% | 97,78% |
11/09/2024 | 2,22% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 117 811 | 100 000 | 52 361 CHF | 45 504 CHF | 98,88% | 98,88% |
10/09/2024 | 3,11% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 88 859 | 78 493 | 39 425 CHF | 36 003 CHF | 100,00% | 100,00% |