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 | 8,83% | 0,12 CHF | 0,13 CHF | 316 249 | 75 000 | 328 003 | 72 786 | 36 653 CHF | 8 894 CHF | 99,00% | 99,00% |
25/09/2024 | 10,16% | 0,10 CHF | 0,11 CHF | 361 018 | 75 000 | 367 217 | 75 000 | 34 412 CHF | 7 788 CHF | 83,62% | 83,62% |
24/09/2024 | 11,79% | 0,08 CHF | 0,09 CHF | 412 755 | 75 000 | 405 743 | 75 000 | 32 499 CHF | 6 776 CHF | 64,61% | 64,61% |
23/09/2024 | 11,87% | 0,08 CHF | 0,09 CHF | 404 938 | 75 000 | 412 940 | 75 000 | 32 734 CHF | 6 699 CHF | 74,89% | 74,89% |
20/09/2024 | 12,12% | 0,08 CHF | 0,09 CHF | 453 689 | 75 000 | 440 213 | 75 000 | 34 230 CHF | 6 581 CHF | 16,96% | 16,96% |
19/09/2024 | 11,33% | 0,08 CHF | 0,09 CHF | 403 446 | 75 000 | 403 332 | 75 000 | 33 704 CHF | 7 015 CHF | 79,34% | 79,34% |
18/09/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 402 920 | 75 000 | 385 929 | 75 000 | 34 916 CHF | 7 676 CHF | 86,64% | 86,64% |
12/09/2024 | 8,56% | 0,12 CHF | 0,13 CHF | 308 630 | 75 000 | 330 410 | 75 000 | 36 959 CHF | 9 142 CHF | 96,42% | 96,42% |
11/09/2024 | 8,64% | 0,11 CHF | 0,12 CHF | 351 398 | 75 000 | 331 388 | 75 000 | 36 747 CHF | 9 068 CHF | 94,23% | 94,23% |
10/09/2024 | 7,78% | 0,12 CHF | 0,13 CHF | 326 382 | 75 000 | 311 756 | 75 000 | 38 565 CHF | 10 032 CHF | 98,78% | 98,78% |