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 | 0,68% | 4,78 CHF | 4,79 CHF | 20 000 | 10 000 | 18 717 | 5 842 | 91 973 CHF | 28 741 CHF | 95,18% | 95,18% |
25/09/2024 | 0,77% | 4,90 CHF | 4,91 CHF | 20 000 | 10 000 | 19 919 | 5 859 | 88 588 CHF | 26 632 CHF | 93,42% | 93,42% |
24/09/2024 | 0,78% | 4,37 CHF | 4,38 CHF | 20 000 | 10 000 | 20 000 | 5 862 | 86 379 CHF | 25 484 CHF | 97,93% | 97,93% |
23/09/2024 | 0,81% | 3,89 CHF | 3,90 CHF | 20 000 | 10 000 | 20 000 | 5 838 | 83 088 CHF | 24 310 CHF | 96,53% | 96,53% |
20/09/2024 | 0,84% | 3,74 CHF | 3,75 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 80 234 CHF | 23 393 CHF | 99,55% | 99,55% |
19/09/2024 | 1,02% | 3,70 CHF | 3,71 CHF | 20 000 | 10 000 | 20 000 | 5 805 | 66 842 CHF | 19 827 CHF | 99,50% | 99,50% |
18/09/2024 | 0,99% | 2,97 CHF | 2,98 CHF | 20 000 | 10 000 | 20 000 | 6 013 | 64 643 CHF | 19 294 CHF | 79,07% | 79,07% |
12/09/2024 | 1,17% | 2,89 CHF | 2,90 CHF | 20 000 | 10 000 | 20 000 | 5 903 | 57 223 CHF | 17 059 CHF | 89,73% | 89,73% |
11/09/2024 | 1,47% | 2,22 CHF | 2,23 CHF | 30 000 | 10 000 | 30 000 | 5 804 | 69 081 CHF | 13 407 CHF | 99,68% | 99,68% |
10/09/2024 | 1,41% | 2,33 CHF | 2,34 CHF | 30 000 | 10 000 | 29 042 | 5 812 | 69 414 CHF | 14 046 CHF | 98,81% | 98,81% |