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 | 1,48% | 0,81 CHF | 0,82 CHF | 70 000 | 50 000 | 69 620 | 48 246 | 56 092 CHF | 39 453 CHF | 98,32% | 98,32% |
25/09/2024 | 1,35% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 68 166 | 50 000 | 56 202 CHF | 41 813 CHF | 99,51% | 99,51% |
24/09/2024 | 1,26% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 165 | 50 000 | 52 996 CHF | 44 609 CHF | 100,00% | 100,00% |
23/09/2024 | 1,28% | 0,83 CHF | 0,85 CHF | 70 000 | 50 000 | 61 974 | 50 000 | 53 454 CHF | 43 735 CHF | 100,00% | 100,00% |
20/09/2024 | 1,23% | 0,96 CHF | 0,97 CHF | 60 000 | 50 000 | 60 507 | 50 000 | 53 759 CHF | 45 000 CHF | 89,67% | 89,67% |
19/09/2024 | 1,27% | 0,86 CHF | 0,87 CHF | 60 000 | 50 000 | 60 407 | 50 000 | 54 166 CHF | 45 429 CHF | 99,34% | 99,34% |
18/09/2024 | 1,01% | 1,00 CHF | 1,01 CHF | 50 000 | 50 000 | 58 117 | 50 000 | 56 941 CHF | 49 523 CHF | 99,39% | 99,39% |
12/09/2024 | 1,03% | 1,08 CHF | 1,09 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 53 990 CHF | 54 547 CHF | 98,39% | 98,39% |
11/09/2024 | 0,89% | 1,14 CHF | 1,15 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 56 085 CHF | 56 585 CHF | 84,12% | 84,12% |
10/09/2024 | 1,22% | 1,11 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 57 167 CHF | 57 867 CHF | 100,00% | 100,00% |