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 | 1,02% | 2,24 CHF | 2,25 CHF | 62 000 | 62 000 | 26 681 | 26 681 | 60 999 CHF | 61 482 CHF | 99,98% | 99,98% |
25/09/2024 | 1,00% | 2,39 CHF | 2,40 CHF | 60 000 | 60 000 | 26 766 | 26 766 | 63 095 CHF | 63 579 CHF | 99,32% | 99,32% |
24/09/2024 | 1,03% | 2,32 CHF | 2,33 CHF | 60 000 | 60 000 | 26 743 | 26 743 | 61 048 CHF | 61 536 CHF | 99,40% | 99,40% |
23/09/2024 | 1,09% | 2,14 CHF | 2,15 CHF | 62 000 | 62 000 | 27 970 | 27 970 | 59 807 CHF | 60 315 CHF | 100,00% | 100,00% |
20/09/2024 | 1,09% | 2,16 CHF | 2,17 CHF | 62 000 | 62 000 | 28 001 | 28 001 | 59 842 CHF | 60 351 CHF | 100,00% | 100,00% |
19/09/2024 | 1,00% | 2,11 CHF | 2,12 CHF | 62 000 | 62 000 | 27 106 | 27 106 | 60 814 CHF | 61 291 CHF | 97,47% | 97,47% |
18/09/2024 | 0,99% | 2,39 CHF | 2,40 CHF | 60 000 | 60 000 | 25 289 | 25 289 | 62 290 CHF | 62 745 CHF | 100,00% | 100,00% |
12/09/2024 | 1,20% | 1,55 CHF | 1,56 CHF | 70 000 | 70 000 | 32 327 | 32 327 | 47 747 CHF | 48 237 CHF | 100,00% | 100,00% |
11/09/2024 | 1,13% | 1,54 CHF | 1,55 CHF | 72 000 | 72 000 | 31 880 | 31 880 | 49 945 CHF | 50 427 CHF | 99,89% | 99,89% |
10/09/2024 | 1,17% | 1,64 CHF | 1,65 CHF | 70 000 | 70 000 | 31 800 | 31 800 | 49 957 CHF | 50 441 CHF | 99,92% | 99,92% |