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 | 2,28% | 2,51 CHF | 2,57 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 39 032 CHF | 39 932 CHF | 100,00% | 100,00% |
25/09/2024 | 2,55% | 2,35 CHF | 2,41 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 34 912 CHF | 35 812 CHF | 100,00% | 100,00% |
24/09/2024 | 2,29% | 2,61 CHF | 2,67 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 38 797 CHF | 39 697 CHF | 100,00% | 100,00% |
23/09/2024 | 2,47% | 2,44 CHF | 2,50 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 35 946 CHF | 36 846 CHF | 100,00% | 100,00% |
20/09/2024 | 2,06% | 2,82 CHF | 2,88 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 43 355 CHF | 44 255 CHF | 100,00% | 100,00% |
19/09/2024 | 1,95% | 2,98 CHF | 3,04 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 45 725 CHF | 46 625 CHF | 98,18% | 98,18% |
18/09/2024 | 1,82% | 2,66 CHF | 2,72 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 49 421 CHF | 50 321 CHF | 100,00% | 100,00% |