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 | 7,60% | 0,40 CHF | 0,43 CHF | 12 500 | 12 500 | 12 383 | 12 383 | 4 631 CHF | 4 991 CHF | 98,43% | 98,43% |
25/09/2024 | 7,12% | 0,28 CHF | 0,30 CHF | 180 000 | 25 000 | 176 348 | 24 043 | 47 160 CHF | 6 897 CHF | 97,50% | 97,50% |
24/09/2024 | 7,98% | 0,25 CHF | 0,27 CHF | 200 000 | 50 000 | 187 988 | 46 320 | 43 893 CHF | 11 715 CHF | 100,00% | 100,00% |
23/09/2024 | 9,07% | 0,20 CHF | 0,22 CHF | 250 000 | 50 000 | 262 482 | 50 000 | 50 734 CHF | 10 594 CHF | 99,61% | 99,61% |
20/09/2024 | 8,71% | 0,19 CHF | 0,21 CHF | 270 000 | 25 000 | 249 697 | 25 000 | 50 147 CHF | 5 481 CHF | 87,60% | 87,60% |
19/09/2024 | 6,63% | 0,25 CHF | 0,27 CHF | 200 000 | 25 000 | 196 107 | 25 000 | 51 311 CHF | 6 999 CHF | 94,89% | 94,89% |
18/09/2024 | 7,42% | 0,24 CHF | 0,25 CHF | 210 000 | 25 000 | 202 308 | 25 000 | 50 230 CHF | 6 688 CHF | 98,52% | 98,52% |
12/09/2024 | 6,33% | 0,27 CHF | 0,29 CHF | 190 000 | 25 000 | 182 443 | 25 000 | 51 199 CHF | 7 479 CHF | 98,34% | 98,34% |
11/09/2024 | 6,39% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 185 844 | 25 000 | 51 026 CHF | 7 326 CHF | 98,47% | 98,47% |
10/09/2024 | 7,16% | 0,26 CHF | 0,28 CHF | 200 000 | 25 000 | 156 581 | 22 707 | 42 534 CHF | 6 669 CHF | 100,00% | 100,00% |