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 | 4,13% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 221 569 | 221 569 | 52 582 CHF | 54 798 CHF | 98,96% | 98,96% |
25/09/2024 | 7,04% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 382 368 | 382 368 | 52 436 CHF | 56 260 CHF | 98,73% | 98,73% |
24/09/2024 | 7,19% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 390 222 | 390 222 | 52 352 CHF | 56 254 CHF | 99,04% | 99,04% |
23/09/2024 | 7,95% | 0,11 CHF | 0,12 CHF | 425 000 | 425 000 | 420 771 | 420 771 | 50 858 CHF | 55 066 CHF | 98,60% | 98,60% |
20/09/2024 | 7,73% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 410 890 | 410 890 | 51 138 CHF | 55 247 CHF | 97,63% | 97,63% |
19/09/2024 | 5,78% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 308 432 | 308 432 | 51 800 CHF | 54 884 CHF | 99,38% | 99,38% |
18/09/2024 | 6,94% | 0,14 CHF | 0,15 CHF | 375 000 | 375 000 | 377 095 | 377 095 | 52 468 CHF | 56 239 CHF | 99,24% | 99,24% |
12/09/2024 | 7,14% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 387 693 | 387 709 | 52 368 CHF | 56 248 CHF | 99,01% | 99,01% |
11/09/2024 | 8,73% | 0,12 CHF | 0,13 CHF | 475 000 | 475 000 | 475 542 | 475 542 | 52 166 CHF | 56 922 CHF | 99,21% | 99,21% |
10/09/2024 | 8,95% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 478 114 | 475 222 | 51 070 CHF | 55 535 CHF | 98,53% | 98,53% |