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 | 3,09% | 5,46 CHF | 5,61 CHF | 10 000 | 2 500 | 11 674 | 2 327 | 60 860 CHF | 12 755 CHF | 36,66% | 36,66% |
25/09/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0,00% | 0,00% |
24/09/2024 | 3,69% | 3,93 CHF | 4,08 CHF | 17 291 | 2 000 | 17 345 | 2 000 | 67 861 CHF | 8 121 CHF | 100,00% | 100,00% |
23/09/2024 | 3,48% | 4,20 CHF | 4,35 CHF | 17 358 | 2 000 | 17 425 | 2 000 | 72 288 CHF | 8 591 CHF | 100,00% | 100,00% |
20/09/2024 | 3,73% | 3,77 CHF | 3,92 CHF | 16 978 | 2 000 | 16 858 | 2 000 | 67 364 CHF | 8 296 CHF | 89,67% | 89,67% |
19/09/2024 | 3,16% | 4,13 CHF | 4,26 CHF | 19 028 | 2 500 | 19 021 | 2 500 | 78 300 CHF | 10 622 CHF | 99,33% | 99,33% |
18/09/2024 | 3,71% | 3,62 CHF | 3,77 CHF | 16 795 | 2 000 | 16 607 | 2 000 | 67 509 CHF | 8 438 CHF | 80,98% | 80,98% |
12/09/2024 | 3,21% | 3,33 CHF | 3,44 CHF | 20 000 | 2 500 | 20 000 | 2 500 | 67 060 CHF | 8 655 CHF | 97,82% | 97,82% |
11/09/2024 | 3,88% | 2,87 CHF | 3,00 CHF | 19 899 | 2 500 | 19 657 | 2 500 | 64 845 CHF | 8 576 CHF | 99,00% | 99,00% |
10/09/2024 | 3,34% | 3,47 CHF | 3,60 CHF | 20 000 | 2 500 | 20 000 | 2 500 | 72 469 CHF | 9 366 CHF | 100,00% | 100,00% |