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 | 3,38% | 0,30 CHF | 0,31 CHF | 35 000 | 35 000 | 35 470 | 35 470 | 10 400 CHF | 10 755 CHF | 100,00% | 100,00% |
25/09/2024 | 3,94% | 0,22 CHF | 0,23 CHF | 36 000 | 36 000 | 36 071 | 36 071 | 9 032 CHF | 9 392 CHF | 99,50% | 99,50% |
24/09/2024 | 3,52% | 0,26 CHF | 0,27 CHF | 36 000 | 36 000 | 35 670 | 35 670 | 9 994 CHF | 10 350 CHF | 99,45% | 99,45% |
23/09/2024 | 3,93% | 0,26 CHF | 0,27 CHF | 36 000 | 36 000 | 36 015 | 36 015 | 9 029 CHF | 9 389 CHF | 100,00% | 100,00% |
20/09/2024 | 3,02% | 0,31 CHF | 0,32 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 11 426 CHF | 11 776 CHF | 100,00% | 100,00% |
19/09/2024 | 2,75% | 0,36 CHF | 0,37 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 12 564 CHF | 12 914 CHF | 97,76% | 97,76% |
18/09/2024 | 3,67% | 0,28 CHF | 0,30 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 9 637 CHF | 9 997 CHF | 100,00% | 100,00% |
12/09/2024 | 6,13% | 0,16 CHF | 0,17 CHF | 37 000 | 37 000 | 37 191 | 37 191 | 5 903 CHF | 6 275 CHF | 99,99% | 99,99% |
11/09/2024 | 6,29% | 0,15 CHF | 0,16 CHF | 37 000 | 37 000 | 37 303 | 37 303 | 5 770 CHF | 6 144 CHF | 100,00% | 100,00% |
10/09/2024 | 4,93% | 0,16 CHF | 0,17 CHF | 37 000 | 37 000 | 36 875 | 36 875 | 7 450 CHF | 7 819 CHF | 100,00% | 100,00% |