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 | 7,03% | 0,46 CHF | 0,49 CHF | 25 000 | 25 000 | 24 349 | 24 349 | 10 513 CHF | 11 272 CHF | 99,11% | 99,11% |
25/09/2024 | 3,00% | 0,36 CHF | 0,38 CHF | 83 785 | 50 000 | 83 314 | 50 000 | 30 644 CHF | 18 955 CHF | 95,24% | 95,24% |
24/09/2024 | 3,51% | 0,36 CHF | 0,38 CHF | 85 090 | 50 000 | 85 035 | 50 000 | 30 472 CHF | 18 558 CHF | 100,00% | 100,00% |
23/09/2024 | 4,78% | 0,37 CHF | 0,38 CHF | 82 735 | 50 000 | 85 818 | 50 000 | 30 595 CHF | 18 709 CHF | 100,00% | 100,00% |
20/09/2024 | 3,36% | 0,37 CHF | 0,38 CHF | 84 865 | 50 000 | 84 263 | 50 000 | 31 119 CHF | 19 096 CHF | 87,60% | 87,60% |
19/09/2024 | 3,23% | 0,38 CHF | 0,39 CHF | 83 771 | 50 000 | 86 934 | 50 000 | 30 802 CHF | 18 308 CHF | 99,42% | 99,42% |
18/09/2024 | 2,99% | 0,33 CHF | 0,34 CHF | 90 348 | 50 000 | 89 647 | 50 000 | 30 400 CHF | 17 475 CHF | 99,25% | 99,25% |
12/09/2024 | 3,88% | 0,32 CHF | 0,33 CHF | 95 258 | 50 000 | 95 138 | 50 000 | 29 941 CHF | 16 358 CHF | 98,34% | 98,34% |
11/09/2024 | 3,36% | 0,30 CHF | 0,31 CHF | 96 762 | 50 000 | 97 581 | 50 000 | 29 869 CHF | 15 837 CHF | 99,03% | 99,03% |
10/09/2024 | 3,68% | 0,30 CHF | 0,31 CHF | 99 298 | 50 000 | 102 628 | 50 000 | 29 070 CHF | 14 698 CHF | 100,00% | 100,00% |