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 | 29,10% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 115 CHF | 5 515 CHF | 100,00% | 100,00% |
25/09/2024 | 29,29% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 084 CHF | 5 484 CHF | 100,00% | 100,00% |
24/09/2024 | 27,16% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 466 CHF | 5 866 CHF | 100,00% | 100,00% |
23/09/2024 | 26,43% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 4 602 CHF | 6 002 CHF | 100,00% | 100,00% |
20/09/2024 | 24,28% | 0,03 CHF | 0,04 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 5 073 CHF | 6 473 CHF | 100,00% | 100,00% |
19/09/2024 | 20,14% | 0,04 CHF | 0,05 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 6 261 CHF | 7 661 CHF | 98,23% | 98,23% |
18/09/2024 | 21,52% | 0,04 CHF | 0,05 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 5 811 CHF | 7 211 CHF | 99,79% | 99,79% |
12/09/2024 | 17,63% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 139 483 | 139 483 | 7 266 CHF | 8 666 CHF | 100,00% | 100,00% |
11/09/2024 | 20,24% | 0,05 CHF | 0,06 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 6 219 CHF | 7 619 CHF | 100,00% | 100,00% |
10/09/2024 | 20,70% | 0,04 CHF | 0,05 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 6 073 CHF | 7 473 CHF | 99,97% | 99,97% |