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 | 3,77% | 0,30 CHF | 0,31 CHF | 179 998 | 10 000 | 179 258 | 9 807 | 51 149 CHF | 2 911 CHF | 16,95% | 16,95% |
25/09/2024 | 4,92% | 0,25 CHF | 0,26 CHF | 206 286 | 10 000 | 239 924 | 10 000 | 47 685 CHF | 2 094 CHF | 60,14% | 60,14% |
24/09/2024 | 6,39% | 0,14 CHF | 0,15 CHF | 306 436 | 10 000 | 293 709 | 10 000 | 44 563 CHF | 1 619 CHF | 100,00% | 100,00% |
23/09/2024 | 6,73% | 0,14 CHF | 0,15 CHF | 304 607 | 10 000 | 313 644 | 10 000 | 45 106 CHF | 1 540 CHF | 100,00% | 100,00% |
20/09/2024 | 5,28% | 0,17 CHF | 0,18 CHF | 273 067 | 10 000 | 262 890 | 10 000 | 48 487 CHF | 1 946 CHF | 64,82% | 64,82% |
19/09/2024 | 4,67% | 0,22 CHF | 0,23 CHF | 240 000 | 10 000 | 240 134 | 10 000 | 50 192 CHF | 2 190 CHF | 23,05% | 23,05% |
18/09/2024 | 5,48% | 0,19 CHF | 0,20 CHF | 276 000 | 10 000 | 275 463 | 10 000 | 48 933 CHF | 1 876 CHF | 77,40% | 77,40% |
12/09/2024 | 8,03% | 0,11 CHF | 0,12 CHF | 391 475 | 20 000 | 375 493 | 20 000 | 44 971 CHF | 2 598 CHF | 90,51% | 90,51% |
11/09/2024 | 8,60% | 0,12 CHF | 0,13 CHF | 393 755 | 20 000 | 403 671 | 20 000 | 45 037 CHF | 2 434 CHF | 86,45% | 86,45% |
10/09/2024 | 8,40% | 0,11 CHF | 0,12 CHF | 418 465 | 20 000 | 396 552 | 20 000 | 45 286 CHF | 2 488 CHF | 100,00% | 100,00% |