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 | 3,23% | 0,29 CHF | 0,30 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 19 831 CHF | 20 481 CHF | 100,00% | 100,00% |
25/09/2024 | 3,02% | 0,35 CHF | 0,36 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 21 223 CHF | 21 873 CHF | 100,00% | 100,00% |
24/09/2024 | 3,48% | 0,29 CHF | 0,30 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 18 354 CHF | 19 004 CHF | 99,72% | 99,72% |
23/09/2024 | 3,19% | 0,30 CHF | 0,31 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 20 115 CHF | 20 765 CHF | 99,95% | 99,95% |
20/09/2024 | 3,70% | 0,28 CHF | 0,29 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 17 259 CHF | 17 909 CHF | 99,94% | 99,94% |
19/09/2024 | 3,54% | 0,27 CHF | 0,28 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 18 037 CHF | 18 687 CHF | 98,20% | 98,20% |
18/09/2024 | 3,29% | 0,31 CHF | 0,32 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 19 431 CHF | 20 081 CHF | 99,98% | 99,98% |
12/09/2024 | 2,85% | 0,35 CHF | 0,36 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 22 500 CHF | 23 150 CHF | 100,00% | 100,00% |
11/09/2024 | 2,65% | 0,38 CHF | 0,39 CHF | 65 000 | 65 000 | 64 957 | 64 957 | 24 271 CHF | 24 921 CHF | 100,00% | 100,00% |
10/09/2024 | 2,70% | 0,39 CHF | 0,40 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 23 774 CHF | 24 424 CHF | 100,00% | 100,00% |