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 | 3,32% | 0,31 CHF | 0,32 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 74 494 CHF | 30 798 CHF | 98,61% | 98,61% |
25/09/2024 | 3,63% | 0,24 CHF | 0,25 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 67 738 CHF | 28 095 CHF | 93,85% | 93,85% |
24/09/2024 | 3,42% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 72 019 CHF | 29 808 CHF | 99,17% | 99,17% |
23/09/2024 | 3,67% | 0,27 CHF | 0,28 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 66 964 CHF | 27 785 CHF | 99,17% | 99,17% |
20/09/2024 | 3,10% | 0,30 CHF | 0,31 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 79 582 CHF | 32 833 CHF | 99,17% | 99,17% |
19/09/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 84 482 CHF | 34 793 CHF | 99,16% | 99,16% |
18/09/2024 | 3,56% | 0,29 CHF | 0,30 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 69 129 CHF | 28 652 CHF | 99,16% | 99,16% |
12/09/2024 | 4,76% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 51 329 CHF | 21 531 CHF | 99,15% | 99,15% |
11/09/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 50 477 CHF | 21 191 CHF | 99,16% | 99,16% |
10/09/2024 | 4,28% | 0,21 CHF | 0,22 CHF | 250 000 | 100 000 | 250 000 | 100 000 | 57 597 CHF | 24 039 CHF | 99,16% | 99,16% |