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 | 4,94% | 0,69 CHF | 0,71 CHF | 80 000 | 50 000 | 77 771 | 18 681 | 54 663 CHF | 13 729 CHF | 99,59% | 99,59% |
25/09/2024 | 4,43% | 0,76 CHF | 0,78 CHF | 70 000 | 50 000 | 70 000 | 18 758 | 54 820 CHF | 14 989 CHF | 98,69% | 98,69% |
24/09/2024 | 3,83% | 0,79 CHF | 0,81 CHF | 70 000 | 50 000 | 70 000 | 27 922 | 55 794 CHF | 23 130 CHF | 48,22% | 48,22% |
23/09/2024 | 4,40% | 0,77 CHF | 0,79 CHF | 70 000 | 50 000 | 70 000 | 18 764 | 55 203 CHF | 15 136 CHF | 98,64% | 98,64% |
20/09/2024 | 4,45% | 0,80 CHF | 0,82 CHF | 70 000 | 50 000 | 70 000 | 20 427 | 53 724 CHF | 16 490 CHF | 82,89% | 82,89% |
19/09/2024 | 6,95% | 0,81 CHF | 0,84 CHF | 70 000 | 50 000 | 71 825 | 19 231 | 53 526 CHF | 15 837 CHF | 93,66% | 93,66% |
18/09/2024 | 4,55% | 0,82 CHF | 0,84 CHF | 70 000 | 50 000 | 70 000 | 18 700 | 53 800 CHF | 15 217 CHF | 99,33% | 99,33% |
12/09/2024 | 5,94% | 0,76 CHF | 0,79 CHF | 70 000 | 50 000 | 62 496 | 18 702 | 53 774 CHF | 16 175 CHF | 99,31% | 99,31% |
11/09/2024 | 5,64% | 0,95 CHF | 0,98 CHF | 60 000 | 50 000 | 59 973 | 18 503 | 55 690 CHF | 18 348 CHF | 99,02% | 99,02% |
10/09/2024 | 4,84% | 0,99 CHF | 1,02 CHF | 60 000 | 30 000 | 52 372 | 14 133 | 52 461 CHF | 14 664 CHF | 63,76% | 63,76% |