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 | 1,53% | 0,65 CHF | 0,66 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 51 863 CHF | 52 663 CHF | 100,00% | 100,00% |
25/09/2024 | 1,72% | 0,59 CHF | 0,60 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 51 853 CHF | 52 753 CHF | 100,00% | 100,00% |
24/09/2024 | 1,80% | 0,52 CHF | 0,53 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 49 613 CHF | 50 513 CHF | 100,00% | 100,00% |
23/09/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 42 326 CHF | 43 126 CHF | 100,00% | 100,00% |
20/09/2024 | 1,74% | 0,53 CHF | 0,54 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 39 903 CHF | 40 603 CHF | 100,00% | 100,00% |
19/09/2024 | 1,54% | 0,66 CHF | 0,67 CHF | 80 000 | 80 000 | 93 396 | 93 396 | 60 073 CHF | 61 007 CHF | 100,00% | 100,00% |
18/09/2024 | 1,91% | 0,52 CHF | 0,53 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 51 814 CHF | 52 814 CHF | 100,00% | 100,00% |
12/09/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 59 482 CHF | 60 982 CHF | 100,00% | 100,00% |
11/09/2024 | 2,69% | 0,34 CHF | 0,35 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 45 946 CHF | 47 196 CHF | 100,00% | 100,00% |
10/09/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 47 510 CHF | 48 760 CHF | 100,00% | 100,00% |