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 | 3,16% | 0,76 CHF | 0,78 CHF | 68 050 | 50 000 | 68 018 | 48 699 | 51 606 CHF | 38 156 CHF | 98,90% | 98,90% |
25/09/2024 | 3,15% | 0,71 CHF | 0,74 CHF | 68 768 | 50 000 | 68 560 | 50 000 | 49 318 CHF | 37 120 CHF | 99,55% | 99,55% |
24/09/2024 | 3,51% | 0,66 CHF | 0,69 CHF | 69 311 | 50 000 | 69 367 | 49 990 | 46 385 CHF | 34 626 CHF | 100,00% | 100,00% |
23/09/2024 | 2,79% | 0,72 CHF | 0,74 CHF | 68 545 | 50 000 | 68 965 | 50 000 | 48 839 CHF | 36 428 CHF | 100,00% | 100,00% |
20/09/2024 | 3,16% | 0,61 CHF | 0,63 CHF | 70 597 | 50 000 | 70 321 | 50 000 | 43 761 CHF | 32 116 CHF | 90,17% | 90,17% |
19/09/2024 | 3,22% | 0,61 CHF | 0,63 CHF | 70 515 | 50 000 | 70 358 | 50 000 | 43 055 CHF | 31 600 CHF | 95,92% | 95,92% |
18/09/2024 | 3,38% | 0,57 CHF | 0,59 CHF | 70 990 | 50 000 | 70 566 | 50 000 | 41 110 CHF | 30 131 CHF | 97,91% | 97,91% |
12/09/2024 | 3,17% | 0,63 CHF | 0,65 CHF | 70 553 | 50 000 | 70 797 | 50 000 | 43 943 CHF | 32 035 CHF | 97,95% | 97,95% |
11/09/2024 | 3,64% | 0,61 CHF | 0,64 CHF | 70 498 | 50 000 | 70 380 | 50 000 | 42 875 CHF | 31 590 CHF | 98,75% | 98,75% |
10/09/2024 | 2,96% | 0,63 CHF | 0,65 CHF | 70 198 | 50 000 | 69 572 | 50 000 | 46 281 CHF | 34 267 CHF | 100,00% | 100,00% |