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 | 3,48% | 0,92 CHF | 0,95 CHF | 12 500 | 12 500 | 12 383 | 12 383 | 10 424 CHF | 10 786 CHF | 98,42% | 98,42% |
25/09/2024 | 4,47% | 0,45 CHF | 0,47 CHF | 120 000 | 25 000 | 117 330 | 24 056 | 48 357 CHF | 10 390 CHF | 98,87% | 98,87% |
24/09/2024 | 5,20% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 127 013 | 46 320 | 45 314 CHF | 17 428 CHF | 100,00% | 100,00% |
23/09/2024 | 7,26% | 0,24 CHF | 0,26 CHF | 210 000 | 50 000 | 222 812 | 50 000 | 50 525 CHF | 12 215 CHF | 99,61% | 99,61% |
20/09/2024 | 6,93% | 0,24 CHF | 0,26 CHF | 210 000 | 25 000 | 199 564 | 25 000 | 50 839 CHF | 6 833 CHF | 87,60% | 87,60% |
19/09/2024 | 4,52% | 0,36 CHF | 0,37 CHF | 140 000 | 25 000 | 134 047 | 25 000 | 51 524 CHF | 10 075 CHF | 94,89% | 94,89% |
18/09/2024 | 5,29% | 0,30 CHF | 0,32 CHF | 170 000 | 25 000 | 154 788 | 25 000 | 51 635 CHF | 8 802 CHF | 98,52% | 98,52% |
12/09/2024 | 4,30% | 0,40 CHF | 0,42 CHF | 130 000 | 25 000 | 125 493 | 25 000 | 51 682 CHF | 10 766 CHF | 98,34% | 98,34% |
11/09/2024 | 4,36% | 0,37 CHF | 0,38 CHF | 140 000 | 25 000 | 130 822 | 25 000 | 51 856 CHF | 10 381 CHF | 98,46% | 98,46% |
10/09/2024 | 5,06% | 0,37 CHF | 0,39 CHF | 140 000 | 25 000 | 113 882 | 22 707 | 43 609 CHF | 9 251 CHF | 100,00% | 100,00% |