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 | 0,40% | 2,71 CHF | 2,72 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 111 631 CHF | 112 081 CHF | 99,37% | 99,37% |
25/09/2024 | 0,47% | 2,12 CHF | 2,13 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 94 780 CHF | 95 230 CHF | 99,57% | 99,57% |
24/09/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 97 038 CHF | 97 538 CHF | 99,01% | 99,01% |
23/09/2024 | 0,58% | 1,73 CHF | 1,74 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 86 649 CHF | 87 149 CHF | 99,50% | 99,50% |
20/09/2024 | 0,55% | 1,74 CHF | 1,75 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 81 956 CHF | 82 406 CHF | 98,94% | 98,94% |
19/09/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 95 224 CHF | 95 724 CHF | 99,57% | 99,57% |
18/09/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 84 877 CHF | 85 377 CHF | 99,51% | 99,56% |
12/09/2024 | 0,61% | 1,62 CHF | 1,63 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 98 183 CHF | 98 783 CHF | 99,55% | 99,55% |
11/09/2024 | 0,65% | 1,49 CHF | 1,50 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 76 809 CHF | 77 309 CHF | 99,51% | 99,56% |
10/09/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 75 305 CHF | 75 805 CHF | 99,58% | 99,58% |