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 | 2,09% | 1,08 CHF | 1,10 CHF | 50 000 | 50 000 | 50 000 | 48 699 | 53 855 CHF | 53 579 CHF | 98,90% | 98,90% |
25/09/2024 | 2,12% | 1,03 CHF | 1,05 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 51 861 CHF | 52 969 CHF | 99,55% | 99,55% |
24/09/2024 | 2,17% | 0,98 CHF | 1,00 CHF | 60 000 | 50 000 | 57 817 | 49 990 | 57 000 CHF | 50 430 CHF | 100,00% | 100,00% |
23/09/2024 | 1,93% | 1,04 CHF | 1,06 CHF | 50 000 | 50 000 | 52 790 | 50 000 | 54 069 CHF | 52 360 CHF | 100,00% | 100,00% |
20/09/2024 | 2,11% | 0,92 CHF | 0,94 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 377 CHF | 47 981 CHF | 90,17% | 90,17% |
19/09/2024 | 2,30% | 0,92 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 608 CHF | 47 417 CHF | 95,92% | 95,92% |
18/09/2024 | 2,20% | 0,88 CHF | 0,90 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 53 959 CHF | 45 966 CHF | 97,91% | 97,91% |
12/09/2024 | 2,11% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 56 358 CHF | 47 965 CHF | 97,95% | 97,95% |
11/09/2024 | 2,13% | 0,93 CHF | 0,95 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 55 702 CHF | 47 418 CHF | 98,75% | 98,75% |
10/09/2024 | 2,02% | 0,95 CHF | 0,97 CHF | 60 000 | 50 000 | 56 559 | 50 000 | 55 508 CHF | 50 137 CHF | 100,00% | 100,00% |