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 | 2,79% | 0,40 CHF | 0,41 CHF | 440 000 | 440 000 | 199 494 | 198 297 | 74 781 CHF | 76 333 CHF | 97,45% | 97,45% |
25/09/2024 | 4,27% | 0,26 CHF | 0,27 CHF | 450 000 | 450 000 | 206 653 | 206 653 | 50 075 CHF | 52 151 CHF | 96,83% | 96,83% |
24/09/2024 | 4,32% | 0,26 CHF | 0,27 CHF | 560 000 | 560 000 | 248 150 | 247 942 | 59 803 CHF | 62 253 CHF | 98,84% | 98,84% |
23/09/2024 | 6,42% | 0,17 CHF | 0,18 CHF | 650 000 | 650 000 | 291 539 | 291 539 | 46 609 CHF | 49 537 CHF | 99,90% | 99,90% |
20/09/2024 | 6,44% | 0,14 CHF | 0,15 CHF | 660 000 | 660 000 | 291 829 | 291 829 | 44 408 CHF | 47 339 CHF | 100,00% | 100,00% |
19/09/2024 | 7,23% | 0,13 CHF | 0,14 CHF | 800 000 | 800 000 | 356 568 | 356 568 | 48 575 CHF | 52 158 CHF | 97,05% | 97,05% |
18/09/2024 | 9,45% | 0,10 CHF | 0,11 CHF | 880 000 | 880 000 | 366 931 | 366 931 | 37 803 CHF | 41 488 CHF | 99,98% | 99,98% |
12/09/2024 | 8,34% | 0,12 CHF | 0,13 CHF | 800 000 | 800 000 | 352 905 | 352 905 | 41 880 CHF | 45 432 CHF | 100,00% | 100,00% |
11/09/2024 | 9,44% | 0,11 CHF | 0,12 CHF | 800 000 | 800 000 | 381 485 | 381 485 | 40 117 CHF | 43 948 CHF | 99,89% | 99,89% |
10/09/2024 | 9,48% | 0,10 CHF | 0,11 CHF | 880 000 | 880 000 | 388 055 | 388 055 | 39 980 CHF | 43 878 CHF | 99,98% | 99,98% |