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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
24/09/2024 | 188,96% | 0,02 CHF | 0,06 CHF | 184 000 | 184 000 | 54 378 | 54 305 | 74 CHF | 2 374 CHF | 74,19% | 78,17% |
23/09/2024 | 10,27% | 0,07 CHF | 0,08 CHF | 196 000 | 196 000 | 87 969 | 87 969 | 9 565 CHF | 10 579 CHF | 99,90% | 99,90% |
20/09/2024 | 9,58% | 0,17 CHF | 0,18 CHF | 200 000 | 200 000 | 89 057 | 89 057 | 12 187 CHF | 13 210 CHF | 100,00% | 100,00% |
19/09/2024 | 6,94% | 0,20 CHF | 0,21 CHF | 200 000 | 200 000 | 90 283 | 90 283 | 16 674 CHF | 17 710 CHF | 97,01% | 97,01% |
18/09/2024 | 3,28% | 0,32 CHF | 0,33 CHF | 220 000 | 220 000 | 92 856 | 92 856 | 28 769 CHF | 29 699 CHF | 99,97% | 99,97% |
12/09/2024 | 3,48% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 89 515 | 89 515 | 25 838 CHF | 26 735 CHF | 100,00% | 100,00% |
11/09/2024 | 2,85% | 0,33 CHF | 0,34 CHF | 200 000 | 200 000 | 96 515 | 96 515 | 33 658 CHF | 34 625 CHF | 99,90% | 99,90% |
10/09/2024 | 2,80% | 0,37 CHF | 0,38 CHF | 220 000 | 220 000 | 98 372 | 98 372 | 35 476 CHF | 36 461 CHF | 99,98% | 99,98% |
09/09/2024 | 2,09% | 0,48 CHF | 0,49 CHF | 220 000 | 220 000 | 98 023 | 98 023 | 47 436 CHF | 48 422 CHF | 99,83% | 99,83% |