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 | 2,18% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 49 013 | 57 581 CHF | 48 045 CHF | 99,11% | 99,11% |
25/09/2024 | 2,23% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 56 627 | 47 591 | 52 795 CHF | 45 335 CHF | 77,98% | 77,98% |
24/09/2024 | 2,10% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 57 938 | 50 000 | 55 629 CHF | 49 182 CHF | 96,52% | 96,52% |
23/09/2024 | 1,90% | 1,07 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 386 CHF | 54 411 CHF | 99,99% | 99,99% |
20/09/2024 | 1,86% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 591 CHF | 53 581 CHF | 87,60% | 87,60% |
19/09/2024 | 1,99% | 0,97 CHF | 0,99 CHF | 60 000 | 50 000 | 54 338 | 50 000 | 53 991 CHF | 50 755 CHF | 99,42% | 99,42% |
18/09/2024 | 2,03% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 59 505 | 50 000 | 58 022 CHF | 49 764 CHF | 84,87% | 84,87% |
12/09/2024 | 2,06% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 56 480 | 50 000 | 55 179 CHF | 49 976 CHF | 98,34% | 98,34% |
11/09/2024 | 2,02% | 1,01 CHF | 1,03 CHF | 50 000 | 50 000 | 57 078 | 50 000 | 55 769 CHF | 49 923 CHF | 49,50% | 49,50% |
10/09/2024 | 1,96% | 0,99 CHF | 1,01 CHF | 60 000 | 50 000 | 53 164 | 50 000 | 53 561 CHF | 51 440 CHF | 100,00% | 100,00% |