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 | 5,78% | 1,33 CHF | 1,41 CHF | 31 334 | 5 000 | 31 342 | 4 784 | 44 635 CHF | 7 153 CHF | 48,85% | 48,85% |
25/09/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
24/09/2024 | 3,50% | 2,18 CHF | 2,25 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 65 525 CHF | 11 309 CHF | 100,00% | 100,00% |
23/09/2024 | 4,10% | 2,02 CHF | 2,11 CHF | 29 742 | 5 000 | 29 854 | 5 000 | 61 312 CHF | 10 698 CHF | 99,91% | 99,91% |
20/09/2024 | 3,50% | 2,44 CHF | 2,52 CHF | 30 000 | 5 000 | 30 000 | 5 000 | 69 594 CHF | 12 012 CHF | 89,67% | 89,67% |
19/09/2024 | 4,24% | 2,26 CHF | 2,35 CHF | 26 005 | 2 500 | 25 963 | 2 500 | 58 029 CHF | 5 829 CHF | 87,11% | 87,11% |
18/09/2024 | 3,52% | 2,64 CHF | 2,73 CHF | 20 000 | 5 000 | 28 041 | 5 000 | 66 780 CHF | 12 387 CHF | 95,45% | 95,45% |
12/09/2024 | 4,13% | 3,12 CHF | 3,25 CHF | 19 429 | 2 500 | 19 422 | 2 500 | 60 211 CHF | 8 075 CHF | 97,76% | 97,76% |
11/09/2024 | 3,38% | 3,66 CHF | 3,77 CHF | 20 000 | 2 500 | 20 000 | 2 500 | 65 665 CHF | 8 489 CHF | 99,01% | 99,01% |
10/09/2024 | 3,90% | 3,15 CHF | 3,27 CHF | 20 000 | 2 500 | 20 000 | 2 500 | 60 086 CHF | 7 809 CHF | 99,98% | 99,98% |