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 | 6,83% | 0,14 CHF | 0,15 CHF | 206 977 | 75 000 | 207 752 | 72 764 | 29 420 CHF | 11 036 CHF | 99,22% | 99,22% |
25/09/2024 | 7,17% | 0,13 CHF | 0,14 CHF | 210 303 | 75 000 | 208 696 | 75 000 | 28 112 CHF | 10 853 CHF | 62,57% | 62,57% |
24/09/2024 | 6,99% | 0,13 CHF | 0,14 CHF | 208 619 | 75 000 | 207 882 | 75 000 | 28 728 CHF | 11 115 CHF | 100,00% | 100,00% |
23/09/2024 | 6,46% | 0,15 CHF | 0,16 CHF | 207 660 | 75 000 | 207 630 | 75 000 | 31 123 CHF | 11 992 CHF | 100,00% | 100,00% |
20/09/2024 | 6,47% | 0,15 CHF | 0,16 CHF | 207 465 | 75 000 | 205 693 | 75 000 | 30 799 CHF | 11 983 CHF | 89,67% | 89,67% |
19/09/2024 | 6,14% | 0,17 CHF | 0,18 CHF | 203 474 | 75 000 | 204 624 | 75 000 | 32 315 CHF | 12 595 CHF | 99,34% | 99,34% |
18/09/2024 | 6,37% | 0,15 CHF | 0,16 CHF | 206 336 | 75 000 | 204 634 | 75 000 | 31 141 CHF | 12 165 CHF | 96,61% | 96,61% |
12/09/2024 | 5,74% | 0,16 CHF | 0,17 CHF | 205 372 | 75 000 | 204 337 | 75 000 | 34 629 CHF | 13 462 CHF | 98,41% | 98,41% |
11/09/2024 | 6,23% | 0,16 CHF | 0,17 CHF | 205 422 | 75 000 | 204 860 | 75 000 | 31 879 CHF | 12 422 CHF | 98,88% | 98,88% |
10/09/2024 | 5,75% | 0,16 CHF | 0,17 CHF | 204 010 | 75 000 | 203 742 | 75 000 | 34 446 CHF | 13 430 CHF | 100,00% | 100,00% |