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 | 4,74% | 1,16 CHF | 1,22 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 655 CHF | 19 555 CHF | 100,00% | 100,00% |
25/09/2024 | 5,78% | 1,03 CHF | 1,09 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 166 CHF | 16 066 CHF | 100,00% | 100,00% |
24/09/2024 | 4,78% | 1,25 CHF | 1,31 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 18 421 CHF | 19 321 CHF | 100,00% | 100,00% |
23/09/2024 | 5,49% | 1,11 CHF | 1,17 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 15 974 CHF | 16 874 CHF | 100,00% | 100,00% |
20/09/2024 | 3,88% | 1,46 CHF | 1,52 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 22 904 CHF | 23 804 CHF | 100,00% | 100,00% |
19/09/2024 | 3,50% | 1,62 CHF | 1,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 25 316 CHF | 26 216 CHF | 98,18% | 98,18% |
18/09/2024 | 3,14% | 1,30 CHF | 1,36 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 29 102 CHF | 30 002 CHF | 100,00% | 100,00% |