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 | 2,62% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 135 838 | 97 300 | 52 163 CHF | 38 360 CHF | 99,22% | 99,22% |
25/09/2024 | 2,58% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 136 085 | 100 000 | 52 151 CHF | 39 346 CHF | 96,27% | 96,27% |
24/09/2024 | 2,42% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 126 395 | 100 000 | 51 668 CHF | 41 920 CHF | 100,00% | 100,00% |
23/09/2024 | 2,44% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 128 593 | 100 000 | 52 016 CHF | 41 468 CHF | 100,00% | 100,00% |
20/09/2024 | 2,39% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 125 193 | 100 000 | 51 699 CHF | 42 335 CHF | 89,66% | 89,66% |
19/09/2024 | 2,08% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 110 880 | 100 000 | 52 866 CHF | 48 702 CHF | 99,19% | 99,19% |
18/09/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 115 065 | 100 000 | 52 167 CHF | 46 369 CHF | 96,61% | 96,61% |
12/09/2024 | 1,97% | 0,50 CHF | 0,51 CHF | 100 000 | 100 000 | 100 497 | 100 000 | 50 578 CHF | 51 334 CHF | 98,41% | 98,41% |
11/09/2024 | 2,23% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 119 713 | 100 000 | 53 114 CHF | 45 372 CHF | 97,66% | 97,66% |
10/09/2024 | 2,30% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 121 329 | 100 000 | 52 049 CHF | 43 921 CHF | 100,00% | 100,00% |