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 | 2,44% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 124 269 | 73 288 | 51 930 CHF | 31 491 CHF | 99,22% | 99,22% |
25/09/2024 | 2,19% | 0,42 CHF | 0,43 CHF | 120 000 | 75 000 | 116 161 | 75 000 | 52 481 CHF | 34 752 CHF | 98,18% | 98,18% |
24/09/2024 | 1,88% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 99 559 | 75 000 | 52 548 CHF | 40 348 CHF | 100,00% | 100,00% |
23/09/2024 | 1,84% | 0,53 CHF | 0,54 CHF | 100 000 | 75 000 | 97 281 | 75 000 | 52 399 CHF | 41 208 CHF | 100,00% | 100,00% |
20/09/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 100 000 | 75 000 | 99 446 | 75 000 | 52 998 CHF | 40 753 CHF | 89,67% | 89,67% |
19/09/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 111 742 | 75 000 | 52 186 CHF | 35 905 CHF | 99,35% | 99,35% |
18/09/2024 | 1,72% | 0,57 CHF | 0,58 CHF | 90 000 | 75 000 | 91 141 | 75 000 | 52 678 CHF | 44 134 CHF | 98,86% | 98,86% |
12/09/2024 | 1,49% | 0,68 CHF | 0,69 CHF | 80 000 | 75 000 | 79 962 | 75 000 | 53 460 CHF | 50 895 CHF | 98,41% | 98,41% |
11/09/2024 | 1,36% | 0,76 CHF | 0,77 CHF | 75 000 | 75 000 | 75 971 | 75 000 | 55 555 CHF | 55 620 CHF | 98,88% | 98,88% |
10/09/2024 | 1,32% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 668 CHF | 57 418 CHF | 99,53% | 99,53% |