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 | 5,07% | 0,20 CHF | 0,21 CHF | 140 194 | 50 000 | 143 029 | 48 784 | 28 799 CHF | 10 342 CHF | 98,63% | 98,63% |
25/09/2024 | 4,85% | 0,21 CHF | 0,22 CHF | 136 194 | 50 000 | 143 914 | 50 000 | 29 025 CHF | 10 615 CHF | 85,09% | 85,09% |
24/09/2024 | 5,46% | 0,17 CHF | 0,18 CHF | 156 122 | 50 000 | 153 844 | 50 000 | 27 416 CHF | 9 412 CHF | 99,96% | 99,96% |
23/09/2024 | 7,06% | 0,18 CHF | 0,19 CHF | 151 154 | 50 000 | 154 735 | 50 000 | 27 172 CHF | 9 429 CHF | 100,00% | 100,00% |
20/09/2024 | 7,42% | 0,20 CHF | 0,21 CHF | 144 518 | 50 000 | 145 739 | 50 000 | 27 747 CHF | 10 255 CHF | 89,67% | 89,67% |
19/09/2024 | 13,01% | 0,16 CHF | 0,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 309 CHF | 4 908 CHF | 93,27% | 93,27% |
18/09/2024 | 8,94% | 0,13 CHF | 0,15 CHF | 180 398 | 50 000 | 180 211 | 50 000 | 24 888 CHF | 7 549 CHF | 96,44% | 96,44% |
12/09/2024 | 8,41% | 0,16 CHF | 0,18 CHF | 165 089 | 50 000 | 162 246 | 50 000 | 26 824 CHF | 8 992 CHF | 97,86% | 97,86% |
11/09/2024 | 7,96% | 0,17 CHF | 0,18 CHF | 161 636 | 50 000 | 165 292 | 50 000 | 26 486 CHF | 8 680 CHF | 99,03% | 99,03% |
10/09/2024 | 7,10% | 0,16 CHF | 0,17 CHF | 168 175 | 50 000 | 162 503 | 50 000 | 27 043 CHF | 8 941 CHF | 96,77% | 96,77% |