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 | 4,74% | 0,22 CHF | 0,23 CHF | 340 000 | 340 000 | 151 979 | 151 979 | 32 806 CHF | 34 333 CHF | 99,72% | 99,72% |
25/09/2024 | 4,85% | 0,20 CHF | 0,21 CHF | 330 000 | 330 000 | 148 687 | 148 687 | 30 877 CHF | 32 370 CHF | 99,72% | 99,72% |
24/09/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 330 000 | 330 000 | 152 302 | 152 302 | 31 525 CHF | 33 055 CHF | 99,95% | 99,95% |
23/09/2024 | 5,20% | 0,21 CHF | 0,22 CHF | 350 000 | 350 000 | 154 768 | 154 768 | 31 196 CHF | 32 758 CHF | 99,81% | 99,81% |
20/09/2024 | 5,22% | 0,17 CHF | 0,18 CHF | 350 000 | 350 000 | 153 547 | 153 547 | 28 950 CHF | 30 491 CHF | 99,04% | 99,04% |
19/09/2024 | 6,14% | 0,19 CHF | 0,20 CHF | 410 000 | 410 000 | 188 510 | 188 510 | 32 003 CHF | 33 899 CHF | 97,32% | 97,32% |
18/09/2024 | 8,11% | 0,13 CHF | 0,14 CHF | 470 000 | 470 000 | 210 201 | 210 201 | 25 828 CHF | 27 940 CHF | 99,66% | 99,66% |
12/09/2024 | 9,53% | 0,11 CHF | 0,12 CHF | 540 000 | 540 000 | 241 821 | 241 821 | 25 338 CHF | 27 772 CHF | 100,00% | 100,00% |
11/09/2024 | 10,27% | 0,09 CHF | 0,10 CHF | 560 000 | 560 000 | 248 048 | 248 048 | 23 529 CHF | 26 020 CHF | 99,90% | 99,90% |
10/09/2024 | 9,83% | 0,09 CHF | 0,10 CHF | 560 000 | 560 000 | 246 455 | 246 455 | 23 637 CHF | 26 112 CHF | 100,00% | 100,00% |