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 | 1,39% | 0,69 CHF | 0,70 CHF | 75 000 | 75 000 | 75 536 | 75 536 | 54 135 CHF | 54 891 CHF | 98,08% | 98,08% |
25/09/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 100 000 | 100 000 | 98 150 | 98 150 | 61 977 CHF | 62 958 CHF | 98,50% | 98,50% |
24/09/2024 | 1,58% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 62 636 CHF | 63 636 CHF | 99,15% | 99,15% |
23/09/2024 | 1,66% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 727 CHF | 60 727 CHF | 98,60% | 98,60% |
20/09/2024 | 1,83% | 0,54 CHF | 0,55 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 54 202 CHF | 55 202 CHF | 95,89% | 95,89% |
19/09/2024 | 1,80% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 144 CHF | 56 144 CHF | 99,48% | 99,48% |
18/09/2024 | 2,02% | 0,49 CHF | 0,50 CHF | 100 000 | 100 000 | 119 760 | 119 760 | 58 543 CHF | 59 740 CHF | 99,23% | 99,23% |
12/09/2024 | 2,17% | 0,57 CHF | 0,58 CHF | 100 000 | 100 000 | 123 617 | 123 617 | 56 207 CHF | 57 443 CHF | 98,32% | 98,32% |
11/09/2024 | 3,33% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 176 776 | 176 764 | 52 221 CHF | 53 985 CHF | 98,94% | 98,94% |
10/09/2024 | 4,25% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 234 512 | 234 512 | 53 942 CHF | 56 288 CHF | 98,62% | 98,62% |