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 | 0,91% | 6,46 CHF | 6,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 98 373 CHF | 99 273 CHF | 100,00% | 100,00% |
25/09/2024 | 0,95% | 6,31 CHF | 6,37 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 94 177 CHF | 95 077 CHF | 100,00% | 100,00% |
24/09/2024 | 0,91% | 6,55 CHF | 6,61 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 98 048 CHF | 98 948 CHF | 100,00% | 100,00% |
23/09/2024 | 0,94% | 6,39 CHF | 6,45 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 95 351 CHF | 96 251 CHF | 100,00% | 100,00% |
20/09/2024 | 0,87% | 6,79 CHF | 6,85 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 102 628 CHF | 103 528 CHF | 100,00% | 100,00% |
19/09/2024 | 0,85% | 6,92 CHF | 6,98 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 104 879 CHF | 105 779 CHF | 98,18% | 98,18% |
18/09/2024 | 0,83% | 6,60 CHF | 6,66 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 108 330 CHF | 109 230 CHF | 100,00% | 100,00% |
12/09/2024 | 1,00% | 6,17 CHF | 6,23 CHF | 15 000 | 15 000 | 14 998 | 14 998 | 89 944 CHF | 90 844 CHF | 99,99% | 99,99% |
11/09/2024 | 1,15% | 5,60 CHF | 5,66 CHF | 15 000 | 15 000 | 14 989 | 14 989 | 78 123 CHF | 79 023 CHF | 99,61% | 99,61% |
10/09/2024 | 1,22% | 5,01 CHF | 5,07 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 73 515 CHF | 74 415 CHF | 100,00% | 100,00% |