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 | 2,38% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 120 333 | 98 199 | 52 157 CHF | 43 731 CHF | 98,68% | 98,68% |
25/09/2024 | 2,44% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 128 956 | 100 000 | 52 287 CHF | 41 598 CHF | 99,10% | 99,10% |
24/09/2024 | 2,32% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 121 741 | 100 000 | 51 828 CHF | 43 595 CHF | 100,00% | 100,00% |
23/09/2024 | 2,43% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 127 701 | 100 000 | 51 810 CHF | 41 603 CHF | 100,00% | 100,00% |
20/09/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 120 000 | 100 000 | 116 204 | 100 000 | 52 648 CHF | 46 342 CHF | 90,17% | 90,17% |
19/09/2024 | 2,08% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 110 000 | 100 000 | 52 390 CHF | 48 628 CHF | 99,39% | 99,39% |
18/09/2024 | 2,39% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 125 347 | 100 000 | 51 769 CHF | 42 328 CHF | 96,59% | 96,59% |
12/09/2024 | 2,89% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 151 208 | 100 000 | 51 585 CHF | 35 135 CHF | 84,89% | 84,89% |
11/09/2024 | 2,92% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 153 121 | 100 000 | 51 729 CHF | 34 800 CHF | 98,75% | 98,75% |
10/09/2024 | 2,69% | 0,34 CHF | 0,35 CHF | 150 000 | 100 000 | 141 007 | 100 000 | 51 679 CHF | 37 747 CHF | 100,00% | 100,00% |