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 | 2,95% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 148 348 | 98 199 | 51 967 CHF | 35 595 CHF | 98,68% | 98,68% |
25/09/2024 | 3,06% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 161 381 | 100 000 | 52 004 CHF | 33 257 CHF | 97,49% | 97,49% |
24/09/2024 | 2,88% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 151 077 | 100 000 | 51 739 CHF | 35 291 CHF | 100,00% | 100,00% |
23/09/2024 | 3,06% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 162 068 | 100 000 | 52 215 CHF | 33 253 CHF | 100,00% | 100,00% |
20/09/2024 | 2,66% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 139 783 | 100 000 | 51 791 CHF | 38 054 CHF | 90,17% | 90,17% |
19/09/2024 | 2,50% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 131 934 | 100 000 | 52 076 CHF | 40 493 CHF | 99,39% | 99,39% |
18/09/2024 | 2,99% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 156 955 | 100 000 | 51 676 CHF | 33 947 CHF | 99,14% | 99,14% |
12/09/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 198 419 | 100 000 | 51 008 CHF | 26 718 CHF | 97,95% | 97,95% |
11/09/2024 | 3,84% | 0,25 CHF | 0,26 CHF | 200 000 | 100 000 | 199 360 | 100 000 | 50 948 CHF | 26 560 CHF | 98,75% | 98,75% |
10/09/2024 | 3,47% | 0,26 CHF | 0,27 CHF | 200 000 | 100 000 | 181 352 | 100 000 | 51 329 CHF | 29 418 CHF | 100,00% | 100,00% |