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 | 4,44% | 0,22 CHF | 0,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 110 304 CHF | 23 061 CHF | 98,82% | 98,82% |
25/09/2024 | 4,47% | 0,21 CHF | 0,22 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 109 427 CHF | 22 886 CHF | 99,27% | 99,27% |
24/09/2024 | 4,18% | 0,23 CHF | 0,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 117 359 CHF | 24 472 CHF | 99,27% | 99,27% |
23/09/2024 | 4,22% | 0,23 CHF | 0,24 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 116 003 CHF | 24 201 CHF | 99,27% | 99,27% |
20/09/2024 | 4,11% | 0,22 CHF | 0,23 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 119 381 CHF | 24 876 CHF | 99,27% | 99,27% |
19/09/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 138 188 CHF | 28 638 CHF | 99,25% | 99,25% |
18/09/2024 | 3,74% | 0,27 CHF | 0,28 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 131 300 CHF | 27 260 CHF | 99,27% | 99,27% |
12/09/2024 | 3,36% | 0,29 CHF | 0,30 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 146 343 CHF | 30 269 CHF | 99,27% | 99,27% |
11/09/2024 | 3,83% | 0,26 CHF | 0,27 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 128 131 CHF | 26 626 CHF | 99,27% | 99,27% |
10/09/2024 | 3,97% | 0,24 CHF | 0,25 CHF | 500 000 | 100 000 | 500 000 | 100 000 | 123 497 CHF | 25 700 CHF | 99,05% | 99,05% |