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 | 2,38% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 48 699 | 52 725 CHF | 43 842 CHF | 98,90% | 98,90% |
25/09/2024 | 2,35% | 0,84 CHF | 0,86 CHF | 68 784 | 50 000 | 62 954 | 50 000 | 52 957 CHF | 43 107 CHF | 43,53% | 43,53% |
24/09/2024 | 2,98% | 0,78 CHF | 0,81 CHF | 69 311 | 50 000 | 68 926 | 49 990 | 54 327 CHF | 40 624 CHF | 100,00% | 100,00% |
23/09/2024 | 2,53% | 0,84 CHF | 0,86 CHF | 68 993 | 50 000 | 69 771 | 50 000 | 54 475 CHF | 40 042 CHF | 35,19% | 35,19% |
20/09/2024 | 2,66% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 963 CHF | 38 116 CHF | 90,17% | 90,17% |
19/09/2024 | 3,22% | 0,73 CHF | 0,75 CHF | 70 000 | 50 000 | 69 988 | 50 000 | 51 046 CHF | 37 663 CHF | 87,61% | 87,61% |
18/09/2024 | 2,81% | 0,69 CHF | 0,71 CHF | 70 990 | 50 000 | 70 525 | 50 000 | 49 587 CHF | 36 158 CHF | 75,33% | 75,33% |
12/09/2024 | 2,66% | 0,75 CHF | 0,77 CHF | 70 000 | 50 000 | 70 000 | 50 000 | 51 850 CHF | 38 035 CHF | 97,95% | 97,95% |
11/09/2024 | 3,07% | 0,73 CHF | 0,76 CHF | 70 000 | 50 000 | 70 091 | 50 000 | 51 095 CHF | 37 587 CHF | 54,21% | 54,21% |