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 | 2,12% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 106 633 | 98 199 | 51 664 CHF | 48 711 CHF | 98,68% | 98,68% |
25/09/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 120 000 | 100 000 | 112 801 | 100 000 | 51 495 CHF | 46 696 CHF | 99,13% | 99,13% |
24/09/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 037 | 100 000 | 52 371 CHF | 48 595 CHF | 100,00% | 100,00% |
23/09/2024 | 2,17% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 114 332 | 100 000 | 52 173 CHF | 46 673 CHF | 100,00% | 100,00% |
20/09/2024 | 1,96% | 0,49 CHF | 0,50 CHF | 110 000 | 100 000 | 101 919 | 100 000 | 51 427 CHF | 51 486 CHF | 90,17% | 90,17% |
19/09/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 52 675 CHF | 53 675 CHF | 99,39% | 99,39% |
18/09/2024 | 2,13% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 111 099 | 100 000 | 51 552 CHF | 47 416 CHF | 96,59% | 96,59% |
12/09/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 131 757 | 100 000 | 51 543 CHF | 40 135 CHF | 84,89% | 84,89% |
11/09/2024 | 2,55% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 133 121 | 100 000 | 51 626 CHF | 39 800 CHF | 98,75% | 98,75% |
10/09/2024 | 2,37% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 124 899 | 100 000 | 52 177 CHF | 42 849 CHF | 100,00% | 100,00% |