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 | 0,71% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 49 332 | 48 246 | 81 572 CHF | 80 339 CHF | 98,32% | 98,32% |
25/09/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 81 863 CHF | 82 363 CHF | 96,40% | 96,40% |
24/09/2024 | 0,73% | 1,60 CHF | 1,61 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 077 CHF | 79 653 CHF | 100,00% | 100,00% |
23/09/2024 | 0,70% | 1,63 CHF | 1,64 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 79 928 CHF | 80 489 CHF | 100,00% | 100,00% |
20/09/2024 | 0,74% | 1,50 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 859 CHF | 79 447 CHF | 89,67% | 89,67% |
19/09/2024 | 0,64% | 1,61 CHF | 1,62 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 78 474 CHF | 78 974 CHF | 99,34% | 99,34% |
18/09/2024 | 0,76% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 74 359 CHF | 74 924 CHF | 98,74% | 98,74% |
12/09/2024 | 0,87% | 1,39 CHF | 1,41 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 571 CHF | 70 175 CHF | 98,40% | 98,40% |
11/09/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 67 602 CHF | 68 102 CHF | 84,12% | 84,12% |
10/09/2024 | 1,23% | 1,36 CHF | 1,37 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 294 CHF | 67 115 CHF | 100,00% | 100,00% |