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 | 0,20% | 1,49 CHF | 1,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 38 417 CHF | 38 492 CHF | 94,38% | 94,38% |
25/09/2024 | 0,15% | 1,97 CHF | 1,97 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 955 CHF | 99 105 CHF | 89,14% | 89,14% |
24/09/2024 | 0,15% | 2,00 CHF | 2,00 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 98 654 CHF | 98 804 CHF | 97,13% | 97,13% |
23/09/2024 | 0,13% | 2,21 CHF | 2,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 111 846 CHF | 111 996 CHF | 100,00% | 100,00% |
20/09/2024 | 0,14% | 2,19 CHF | 2,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 108 112 CHF | 108 262 CHF | 97,20% | 97,20% |
19/09/2024 | 0,15% | 2,00 CHF | 2,01 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 903 CHF | 100 053 CHF | 100,00% | 100,00% |
18/09/2024 | 0,14% | 2,14 CHF | 2,14 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 104 449 CHF | 104 599 CHF | 99,84% | 99,84% |
12/09/2024 | 0,15% | 2,05 CHF | 2,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 101 088 CHF | 101 238 CHF | 99,98% | 99,98% |
11/09/2024 | 0,15% | 2,02 CHF | 2,03 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 99 587 CHF | 99 737 CHF | 99,99% | 99,99% |
10/09/2024 | 0,15% | 1,99 CHF | 2,00 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 49 214 CHF | 49 289 CHF | 99,99% | 99,99% |