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 | 6,48% | 0,15 CHF | 0,16 CHF | 359 717 | 25 000 | 329 034 | 24 408 | 50 862 CHF | 4 021 CHF | 88,11% | 88,11% |
25/09/2024 | 6,80% | 0,15 CHF | 0,16 CHF | 353 382 | 25 000 | 355 790 | 25 000 | 50 550 CHF | 3 807 CHF | 45,44% | 45,44% |
24/09/2024 | 7,89% | 0,13 CHF | 0,14 CHF | 390 000 | 25 000 | 382 885 | 25 000 | 49 701 CHF | 3 523 CHF | 17,98% | 17,98% |
23/09/2024 | 8,34% | 0,14 CHF | 0,15 CHF | 389 080 | 25 000 | 390 152 | 25 000 | 50 692 CHF | 3 532 CHF | 5,31% | 5,31% |
20/09/2024 | 9,09% | 0,14 CHF | 0,15 CHF | 388 098 | 25 000 | 363 725 | 25 000 | 50 556 CHF | 3 812 CHF | 3,35% | 3,35% |
19/09/2024 | 8,05% | 0,14 CHF | 0,15 CHF | 386 492 | 25 000 | 345 036 | 25 000 | 50 805 CHF | 3 999 CHF | 88,89% | 88,89% |
18/09/2024 | 8,44% | 0,12 CHF | 0,13 CHF | 451 131 | 25 000 | 400 072 | 25 000 | 50 502 CHF | 3 445 CHF | 51,40% | 51,40% |
12/09/2024 | 5,70% | 0,22 CHF | 0,23 CHF | 230 000 | 25 000 | 246 270 | 25 000 | 50 312 CHF | 5 416 CHF | 97,86% | 97,86% |
11/09/2024 | 7,02% | 0,16 CHF | 0,17 CHF | 320 000 | 25 000 | 304 036 | 25 000 | 50 888 CHF | 4 504 CHF | 99,03% | 99,03% |
10/09/2024 | 9,34% | 0,16 CHF | 0,18 CHF | 320 000 | 25 000 | 270 530 | 22 311 | 40 298 CHF | 3 627 CHF | 97,25% | 97,25% |