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 | 2,01% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 99 766 | 73 400 | 51 415 CHF | 38 571 CHF | 94,61% | 94,61% |
25/09/2024 | 1,83% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 98 176 | 75 000 | 53 246 CHF | 41 453 CHF | 99,07% | 99,07% |
24/09/2024 | 1,98% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 102 283 | 75 000 | 51 039 CHF | 38 197 CHF | 100,00% | 100,00% |
23/09/2024 | 2,12% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 111 062 | 100 000 | 51 749 CHF | 47 613 CHF | 94,74% | 94,74% |
20/09/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 113 347 | 100 000 | 52 125 CHF | 47 066 CHF | 90,63% | 90,63% |
19/09/2024 | 2,10% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 593 | 100 000 | 52 039 CHF | 48 085 CHF | 96,49% | 96,49% |
18/09/2024 | 2,21% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 117 080 | 75 000 | 52 326 CHF | 34 362 CHF | 97,20% | 97,20% |
12/09/2024 | 2,40% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 126 132 | 100 000 | 51 892 CHF | 42 169 CHF | 95,95% | 95,95% |
11/09/2024 | 2,68% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 141 033 | 100 000 | 51 876 CHF | 37 874 CHF | 97,80% | 97,80% |
10/09/2024 | 3,65% | 0,35 CHF | 0,36 CHF | 150 000 | 100 000 | 142 263 | 100 000 | 51 379 CHF | 37 525 CHF | 99,90% | 99,90% |