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 | 2,91% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 158 327 | 158 327 | 53 661 CHF | 55 245 CHF | 96,30% | 96,30% |
25/09/2024 | 2,90% | 0,34 CHF | 0,35 CHF | 150 000 | 150 000 | 156 019 | 156 019 | 53 045 CHF | 54 605 CHF | 98,86% | 98,86% |
24/09/2024 | 2,94% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 159 618 | 159 618 | 53 411 CHF | 55 008 CHF | 99,54% | 99,54% |
23/09/2024 | 3,12% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 174 216 | 174 216 | 54 949 CHF | 56 692 CHF | 99,81% | 99,81% |
20/09/2024 | 3,28% | 0,31 CHF | 0,32 CHF | 175 000 | 175 000 | 175 194 | 175 194 | 52 523 CHF | 54 275 CHF | 98,08% | 98,08% |
19/09/2024 | 3,61% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 194 483 | 194 483 | 52 895 CHF | 54 840 CHF | 99,80% | 99,80% |
18/09/2024 | 4,42% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 242 820 | 242 819 | 53 739 CHF | 56 167 CHF | 99,80% | 99,80% |
12/09/2024 | 4,49% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 247 567 | 247 567 | 53 899 CHF | 56 375 CHF | 99,81% | 99,81% |
11/09/2024 | 5,49% | 0,17 CHF | 0,18 CHF | 325 000 | 325 000 | 296 614 | 296 613 | 52 549 CHF | 55 515 CHF | 99,81% | 99,81% |
10/09/2024 | 5,24% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 277 969 | 277 968 | 51 638 CHF | 54 418 CHF | 98,56% | 98,56% |