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 | 2,20% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 114 632 | 73 548 | 52 519 CHF | 34 526 CHF | 92,11% | 92,11% |
25/09/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 137 139 | 75 000 | 52 133 CHF | 29 282 CHF | 98,81% | 98,81% |
24/09/2024 | 2,47% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 042 | 75 000 | 51 932 CHF | 30 765 CHF | 100,00% | 100,00% |
23/09/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 294 | 75 000 | 51 622 CHF | 30 469 CHF | 100,00% | 100,00% |
20/09/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 75 000 | 138 900 | 75 000 | 52 719 CHF | 29 222 CHF | 87,18% | 87,18% |
19/09/2024 | 2,73% | 0,40 CHF | 0,41 CHF | 130 000 | 75 000 | 143 532 | 75 000 | 51 819 CHF | 27 903 CHF | 98,61% | 98,61% |
18/09/2024 | 3,53% | 0,29 CHF | 0,30 CHF | 180 000 | 75 000 | 183 208 | 75 000 | 50 991 CHF | 21 636 CHF | 96,35% | 96,35% |
12/09/2024 | 4,10% | 0,26 CHF | 0,27 CHF | 200 000 | 75 000 | 211 496 | 75 000 | 50 504 CHF | 18 758 CHF | 98,34% | 98,34% |
11/09/2024 | 6,95% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 364 513 | 75 000 | 50 607 CHF | 11 189 CHF | 99,03% | 99,03% |
10/09/2024 | 6,92% | 0,14 CHF | 0,15 CHF | 360 000 | 75 000 | 363 436 | 75 000 | 50 681 CHF | 11 254 CHF | 98,33% | 98,33% |