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 | 6,54% | 0,16 CHF | 0,17 CHF | 750 000 | 250 000 | 823 595 | 274 532 | 121 683 CHF | 43 306 CHF | 99,36% | 99,36% |
25/09/2024 | 4,31% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 629 651 | 209 884 | 142 826 CHF | 49 707 CHF | 99,38% | 99,38% |
24/09/2024 | 3,56% | 0,27 CHF | 0,28 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 165 488 CHF | 57 163 CHF | 99,40% | 99,40% |
23/09/2024 | 4,03% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 146 014 CHF | 50 671 CHF | 99,42% | 99,42% |
20/09/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 143 843 CHF | 49 948 CHF | 99,36% | 99,36% |
19/09/2024 | 3,87% | 0,25 CHF | 0,26 CHF | 600 000 | 200 000 | 600 000 | 200 000 | 152 145 CHF | 52 715 CHF | 99,55% | 99,55% |
18/09/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 158 530 CHF | 55 343 CHF | 99,59% | 99,59% |
12/09/2024 | 4,75% | 0,20 CHF | 0,21 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 154 304 CHF | 53 935 CHF | 99,35% | 99,35% |
11/09/2024 | 5,17% | 0,19 CHF | 0,20 CHF | 750 000 | 250 000 | 750 000 | 250 000 | 141 479 CHF | 49 660 CHF | 99,36% | 99,36% |
10/09/2024 | 4,91% | 0,18 CHF | 0,19 CHF | 750 000 | 250 000 | 751 553 | 250 518 | 149 774 CHF | 52 430 CHF | 99,35% | 99,35% |