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 | 2,53% | 0,49 CHF | 0,50 CHF | 110 000 | 50 000 | 102 446 | 49 016 | 51 025 CHF | 25 067 CHF | 98,90% | 98,90% |
25/09/2024 | 2,41% | 0,49 CHF | 0,51 CHF | 110 000 | 50 000 | 105 907 | 50 000 | 52 672 CHF | 25 495 CHF | 98,85% | 98,85% |
24/09/2024 | 2,03% | 0,56 CHF | 0,57 CHF | 90 000 | 50 000 | 90 640 | 50 000 | 52 013 CHF | 29 287 CHF | 99,65% | 99,65% |
23/09/2024 | 2,04% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 368 CHF | 30 260 CHF | 99,70% | 99,70% |
20/09/2024 | 2,05% | 0,58 CHF | 0,60 CHF | 90 000 | 50 000 | 89 489 | 50 000 | 53 166 CHF | 30 331 CHF | 90,17% | 90,17% |
19/09/2024 | 1,97% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 88 124 | 50 000 | 54 306 CHF | 31 448 CHF | 99,39% | 99,39% |
18/09/2024 | 2,00% | 0,59 CHF | 0,61 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 479 CHF | 30 311 CHF | 99,33% | 99,33% |
12/09/2024 | 1,82% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 85 323 | 50 000 | 53 214 CHF | 31 774 CHF | 97,95% | 97,95% |
11/09/2024 | 1,73% | 0,66 CHF | 0,67 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 776 CHF | 34 198 CHF | 98,75% | 98,75% |
10/09/2024 | 1,98% | 0,63 CHF | 0,64 CHF | 80 000 | 50 000 | 85 984 | 50 000 | 53 547 CHF | 31 780 CHF | 100,00% | 100,00% |