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 | - | 1,82 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 97,78% |
25/09/2024 | - | 1,85 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 83,52% |
24/09/2024 | - | 1,84 CHF | - CHF | 225 000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 98,23% |
23/09/2024 | 0,58% | 1,80 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 384 750 CHF | 129 000 CHF | 0,05% | 96,46% |
20/09/2024 | 0,61% | 1,71 CHF | 1,72 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 370 191 CHF | 124 147 CHF | 97,99% | 97,99% |
19/09/2024 | 0,59% | 1,60 CHF | 1,61 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 377 462 CHF | 126 571 CHF | 31,17% | 99,54% |
18/09/2024 | 0,60% | 1,67 CHF | 1,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 376 565 CHF | 126 272 CHF | 99,60% | 99,60% |
12/09/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 389 162 CHF | 130 471 CHF | 98,73% | 98,73% |
11/09/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 378 464 CHF | 126 905 CHF | 94,86% | 94,86% |
10/09/2024 | 0,63% | 1,67 CHF | 1,68 CHF | 225 000 | 75 000 | 225 000 | 75 000 | 358 387 CHF | 120 212 CHF | 99,59% | 99,59% |