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 | 2,99% | 0,52 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 73 358 | 52 809 CHF | 39 911 CHF | 98,90% | 98,90% |
25/09/2024 | 3,06% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 104 637 | 75 000 | 51 938 CHF | 38 407 CHF | 99,62% | 99,62% |
24/09/2024 | 3,33% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 100 827 | 75 000 | 50 718 CHF | 39 011 CHF | 100,00% | 100,00% |
23/09/2024 | 3,47% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 100 471 | 75 000 | 50 336 CHF | 38 905 CHF | 100,00% | 100,00% |
20/09/2024 | 3,34% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 305 CHF | 39 787 CHF | 90,17% | 90,17% |
19/09/2024 | 3,32% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 53 404 CHF | 41 405 CHF | 99,39% | 99,39% |
18/09/2024 | 3,39% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 51 168 CHF | 39 697 CHF | 97,65% | 97,65% |
12/09/2024 | 2,80% | 0,50 CHF | 0,52 CHF | 100 000 | 75 000 | 102 677 | 75 000 | 51 093 CHF | 38 396 CHF | 97,95% | 97,95% |
11/09/2024 | 3,15% | 0,49 CHF | 0,51 CHF | 110 000 | 75 000 | 102 849 | 75 000 | 51 332 CHF | 38 658 CHF | 98,75% | 98,75% |
10/09/2024 | 3,47% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 056 CHF | 40 422 CHF | 100,00% | 100,00% |