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 | 1,20% | 0,89 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 48 315 | 52 951 CHF | 43 123 CHF | 99,11% | 99,11% |
25/09/2024 | 1,38% | 0,87 CHF | 0,88 CHF | 60 000 | 50 000 | 57 280 | 48 057 | 49 619 CHF | 42 188 CHF | 95,96% | 95,96% |
24/09/2024 | 1,24% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 261 | 50 000 | 52 265 CHF | 43 913 CHF | 100,00% | 100,00% |
23/09/2024 | 1,31% | 0,83 CHF | 0,84 CHF | 70 000 | 50 000 | 65 025 | 50 000 | 54 078 CHF | 42 160 CHF | 100,00% | 100,00% |
20/09/2024 | 1,30% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 53 446 CHF | 38 676 CHF | 87,60% | 87,60% |
19/09/2024 | 1,33% | 0,85 CHF | 0,86 CHF | 60 000 | 50 000 | 65 139 | 50 000 | 54 322 CHF | 42 283 CHF | 99,42% | 99,42% |
18/09/2024 | 1,25% | 0,84 CHF | 0,85 CHF | 60 000 | 50 000 | 64 180 | 50 000 | 53 569 CHF | 42 296 CHF | 97,27% | 97,27% |
12/09/2024 | 1,69% | 0,61 CHF | 0,62 CHF | 90 000 | 50 000 | 90 329 | 50 000 | 52 931 CHF | 29 848 CHF | 98,34% | 98,34% |
11/09/2024 | 1,92% | 0,59 CHF | 0,60 CHF | 90 000 | 50 000 | 92 671 | 50 000 | 52 686 CHF | 29 016 CHF | 99,03% | 99,03% |
10/09/2024 | 1,79% | 0,58 CHF | 0,59 CHF | 90 000 | 50 000 | 90 000 | 50 000 | 53 582 CHF | 30 305 CHF | 100,00% | 100,00% |