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 | 3,87% | 0,25 CHF | 0,26 CHF | 150 000 | 150 000 | 146 378 | 146 378 | 37 049 CHF | 38 513 CHF | 99,91% | 99,91% |
25/09/2024 | 4,47% | 0,23 CHF | 0,24 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 35 032 CHF | 36 632 CHF | 100,00% | 100,00% |
24/09/2024 | 4,94% | 0,19 CHF | 0,20 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 31 615 CHF | 33 215 CHF | 100,00% | 100,00% |
23/09/2024 | 5,31% | 0,19 CHF | 0,20 CHF | 170 000 | 170 000 | 169 987 | 169 987 | 31 198 CHF | 32 898 CHF | 100,00% | 100,00% |
20/09/2024 | 5,27% | 0,18 CHF | 0,19 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 27 765 CHF | 29 265 CHF | 99,79% | 99,79% |
19/09/2024 | 4,35% | 0,23 CHF | 0,24 CHF | 170 000 | 170 000 | 169 869 | 169 869 | 38 413 CHF | 40 111 CHF | 97,63% | 97,63% |
18/09/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 28 700 CHF | 30 300 CHF | 99,96% | 99,96% |
12/09/2024 | 5,81% | 0,16 CHF | 0,17 CHF | 190 000 | 190 000 | 190 071 | 190 071 | 32 004 CHF | 33 912 CHF | 99,99% | 99,99% |
11/09/2024 | 6,25% | 0,15 CHF | 0,16 CHF | 190 000 | 190 000 | 189 998 | 189 998 | 29 471 CHF | 31 371 CHF | 99,87% | 99,87% |
10/09/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 31 212 CHF | 33 112 CHF | 99,97% | 99,97% |