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 | 0,88% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 49 389 | 48 246 | 66 358 CHF | 65 382 CHF | 98,32% | 98,32% |
25/09/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 66 363 CHF | 66 863 CHF | 96,40% | 96,40% |
24/09/2024 | 0,90% | 1,29 CHF | 1,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 577 CHF | 64 153 CHF | 100,00% | 100,00% |
23/09/2024 | 0,87% | 1,32 CHF | 1,33 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 64 428 CHF | 64 988 CHF | 100,00% | 100,00% |
20/09/2024 | 0,93% | 1,19 CHF | 1,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 63 359 CHF | 63 947 CHF | 89,67% | 89,67% |
19/09/2024 | 0,88% | 1,30 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 974 CHF | 63 529 CHF | 99,34% | 99,34% |
18/09/2024 | 0,96% | 1,16 CHF | 1,17 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 58 859 CHF | 59 424 CHF | 98,74% | 98,74% |
12/09/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 54 174 CHF | 54 674 CHF | 98,02% | 98,02% |
11/09/2024 | 1,06% | 1,02 CHF | 1,03 CHF | 50 000 | 50 000 | 50 061 | 50 000 | 52 162 CHF | 52 658 CHF | 84,12% | 84,12% |
10/09/2024 | 1,60% | 1,05 CHF | 1,06 CHF | 50 000 | 50 000 | 50 549 | 50 000 | 51 340 CHF | 51 615 CHF | 100,00% | 100,00% |