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 | 0,81% | 1,48 CHF | 1,49 CHF | 50 000 | 50 000 | 49 389 | 48 246 | 73 030 CHF | 71 909 CHF | 98,32% | 98,32% |
25/09/2024 | 0,72% | 1,47 CHF | 1,48 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 73 083 CHF | 73 614 CHF | 99,51% | 99,51% |
24/09/2024 | 0,80% | 1,42 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 330 CHF | 70 891 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 1,45 CHF | 1,46 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 71 192 CHF | 71 765 CHF | 100,00% | 100,00% |
20/09/2024 | 0,71% | 1,33 CHF | 1,34 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 70 121 CHF | 70 621 CHF | 89,67% | 89,67% |
19/09/2024 | 0,72% | 1,43 CHF | 1,44 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 69 722 CHF | 70 222 CHF | 99,34% | 99,34% |
18/09/2024 | 0,89% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 65 580 CHF | 66 167 CHF | 98,78% | 98,78% |
12/09/2024 | 0,91% | 1,22 CHF | 1,23 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 60 852 CHF | 61 410 CHF | 98,39% | 98,39% |
11/09/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 813 CHF | 59 313 CHF | 84,12% | 84,12% |
10/09/2024 | 1,30% | 1,19 CHF | 1,20 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 581 CHF | 58 333 CHF | 100,00% | 100,00% |