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 | 1,73% | 0,59 CHF | 0,60 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 51 748 CHF | 52 648 CHF | 100,00% | 100,00% |
25/09/2024 | 1,93% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 46 262 CHF | 47 162 CHF | 100,00% | 100,00% |
24/09/2024 | 1,88% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 47 379 CHF | 48 279 CHF | 100,00% | 100,00% |
23/09/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 46 763 CHF | 47 663 CHF | 100,00% | 100,00% |
20/09/2024 | 1,96% | 0,50 CHF | 0,51 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 45 478 CHF | 46 378 CHF | 100,00% | 100,00% |
19/09/2024 | 2,01% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 49 404 CHF | 50 404 CHF | 100,00% | 100,00% |
18/09/2024 | 2,34% | 0,44 CHF | 0,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 42 158 CHF | 43 158 CHF | 100,00% | 100,00% |
12/09/2024 | 2,56% | 0,40 CHF | 0,41 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 57 851 CHF | 59 351 CHF | 100,00% | 100,00% |
11/09/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 45 322 CHF | 46 822 CHF | 100,00% | 100,00% |
10/09/2024 | 3,24% | 0,30 CHF | 0,31 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 45 638 CHF | 47 138 CHF | 100,00% | 100,00% |