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 | 1,73% | 0,63 CHF | 0,64 CHF | 360 000 | 360 000 | 164 202 | 163 197 | 99 066 CHF | 100 104 CHF | 96,75% | 96,75% |
25/09/2024 | 2,31% | 0,47 CHF | 0,48 CHF | 380 000 | 380 000 | 173 768 | 173 768 | 78 307 CHF | 80 052 CHF | 96,83% | 96,83% |
24/09/2024 | 2,30% | 0,48 CHF | 0,49 CHF | 400 000 | 400 000 | 181 333 | 181 178 | 82 093 CHF | 83 850 CHF | 97,98% | 97,98% |
23/09/2024 | 2,97% | 0,37 CHF | 0,38 CHF | 440 000 | 440 000 | 199 858 | 199 858 | 69 591 CHF | 71 598 CHF | 99,90% | 99,90% |
20/09/2024 | 2,99% | 0,32 CHF | 0,33 CHF | 450 000 | 450 000 | 196 332 | 196 332 | 66 020 CHF | 67 992 CHF | 99,98% | 99,98% |
19/09/2024 | 3,23% | 0,31 CHF | 0,32 CHF | 490 000 | 490 000 | 221 333 | 221 333 | 69 011 CHF | 71 234 CHF | 96,07% | 96,07% |
18/09/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 530 000 | 530 000 | 223 690 | 223 690 | 57 348 CHF | 59 595 CHF | 99,96% | 99,96% |
12/09/2024 | 3,69% | 0,27 CHF | 0,28 CHF | 490 000 | 490 000 | 221 038 | 221 038 | 60 997 CHF | 63 222 CHF | 100,00% | 100,00% |
11/09/2024 | 4,07% | 0,26 CHF | 0,27 CHF | 500 000 | 500 000 | 240 088 | 240 088 | 60 005 CHF | 62 416 CHF | 99,90% | 99,90% |
10/09/2024 | 4,12% | 0,24 CHF | 0,25 CHF | 590 000 | 590 000 | 262 787 | 262 787 | 64 390 CHF | 67 030 CHF | 99,97% | 99,97% |