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 | 8,67% | 0,12 CHF | 0,13 CHF | 220 000 | 220 000 | 222 196 | 222 196 | 24 624 CHF | 26 846 CHF | 100,00% | 100,00% |
25/09/2024 | 12,42% | 0,09 CHF | 0,10 CHF | 230 000 | 230 000 | 230 012 | 230 012 | 17 662 CHF | 19 962 CHF | 100,00% | 100,00% |
24/09/2024 | 19,19% | 0,04 CHF | 0,05 CHF | 240 000 | 240 000 | 240 000 | 240 000 | 11 342 CHF | 13 742 CHF | 100,00% | 100,00% |
23/09/2024 | 20,33% | 0,04 CHF | 0,05 CHF | 240 000 | 240 000 | 240 000 | 240 000 | 10 634 CHF | 13 034 CHF | 100,00% | 100,00% |
20/09/2024 | 15,13% | 0,05 CHF | 0,06 CHF | 240 000 | 240 000 | 239 340 | 239 340 | 14 670 CHF | 17 064 CHF | 100,00% | 100,00% |
19/09/2024 | 13,12% | 0,07 CHF | 0,08 CHF | 230 000 | 230 000 | 230 737 | 230 737 | 16 456 CHF | 18 763 CHF | 98,11% | 98,11% |
18/09/2024 | 15,70% | 0,06 CHF | 0,07 CHF | 240 000 | 240 000 | 240 000 | 240 000 | 14 099 CHF | 16 499 CHF | 99,19% | 99,19% |
12/09/2024 | 25,70% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 249 069 | 249 069 | 8 535 CHF | 11 035 CHF | 100,00% | 100,00% |
11/09/2024 | 27,24% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 250 354 | 250 354 | 7 947 CHF | 10 450 CHF | 100,00% | 100,00% |
10/09/2024 | 27,75% | 0,03 CHF | 0,04 CHF | 250 000 | 250 000 | 251 159 | 251 159 | 7 819 CHF | 10 331 CHF | 100,00% | 100,00% |