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 | 2,22% | 0,43 CHF | 0,44 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 28 936 CHF | 29 586 CHF | 100,00% | 100,00% |
25/09/2024 | 2,12% | 0,49 CHF | 0,50 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 30 345 CHF | 30 995 CHF | 100,00% | 100,00% |
24/09/2024 | 2,33% | 0,43 CHF | 0,44 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 27 549 CHF | 28 199 CHF | 99,77% | 99,77% |
23/09/2024 | 2,20% | 0,44 CHF | 0,45 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 29 295 CHF | 29 945 CHF | 99,95% | 99,95% |
20/09/2024 | 2,42% | 0,42 CHF | 0,43 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 26 514 CHF | 27 164 CHF | 99,93% | 99,93% |
19/09/2024 | 2,36% | 0,41 CHF | 0,42 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 27 254 CHF | 27 904 CHF | 98,20% | 98,20% |
18/09/2024 | 2,25% | 0,45 CHF | 0,46 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 28 623 CHF | 29 273 CHF | 99,98% | 99,98% |
12/09/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 31 680 CHF | 32 330 CHF | 99,99% | 99,99% |
11/09/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 65 000 | 65 000 | 64 955 | 64 955 | 33 380 CHF | 34 030 CHF | 100,00% | 100,00% |
10/09/2024 | 1,96% | 0,53 CHF | 0,54 CHF | 65 000 | 65 000 | 65 000 | 65 000 | 32 896 CHF | 33 546 CHF | 100,00% | 100,00% |