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 | 1,87% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 374 | 73 262 | 57 432 CHF | 56 971 CHF | 99,09% | 99,09% |
25/09/2024 | 2,04% | 0,72 CHF | 0,74 CHF | 75 000 | 75 000 | 79 270 | 75 000 | 54 365 CHF | 52 518 CHF | 99,88% | 99,88% |
24/09/2024 | 2,18% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 66 660 | 50 000 | 55 211 CHF | 42 411 CHF | 100,00% | 100,00% |
23/09/2024 | 1,65% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 72 700 CHF | 73 909 CHF | 99,37% | 99,37% |
20/09/2024 | 1,87% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 54 138 CHF | 45 967 CHF | 90,63% | 90,63% |
19/09/2024 | 2,02% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 185 | 50 000 | 53 775 CHF | 45 609 CHF | 99,40% | 99,40% |
18/09/2024 | 1,70% | 1,00 CHF | 1,02 CHF | 50 000 | 50 000 | 57 169 | 50 000 | 56 010 CHF | 49 884 CHF | 97,20% | 97,20% |
12/09/2024 | 1,98% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 59 386 | 50 000 | 55 365 CHF | 47 591 CHF | 98,12% | 98,12% |
11/09/2024 | 1,82% | 1,02 CHF | 1,04 CHF | 50 000 | 50 000 | 52 861 | 50 000 | 53 430 CHF | 51 614 CHF | 98,80% | 98,80% |
10/09/2024 | 1,82% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 56 155 | 50 000 | 55 572 CHF | 50 529 CHF | 100,00% | 100,00% |