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 | 13,51% | 0,07 CHF | 0,08 CHF | 200 000 | 200 000 | 195 742 | 195 742 | 13 594 CHF | 15 552 CHF | 100,00% | 100,00% |
25/09/2024 | 22,49% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 204 533 | 204 533 | 8 087 CHF | 10 132 CHF | 100,00% | 100,00% |
24/09/2024 | 25,36% | 0,04 CHF | 0,05 CHF | 210 000 | 210 000 | 206 387 | 206 387 | 7 113 CHF | 9 176 CHF | 100,00% | 100,00% |
23/09/2024 | 51,47% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 220 933 | 220 933 | 3 197 CHF | 5 406 CHF | 100,00% | 100,00% |
20/09/2024 | 39,05% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 214 274 | 214 274 | 4 419 CHF | 6 562 CHF | 100,00% | 100,00% |
19/09/2024 | 31,82% | 0,02 CHF | 0,03 CHF | 220 000 | 220 000 | 214 148 | 214 148 | 5 682 CHF | 7 824 CHF | 97,87% | 97,87% |
18/09/2024 | 47,41% | 0,02 CHF | 0,03 CHF | 230 000 | 230 000 | 223 965 | 223 965 | 3 607 CHF | 5 847 CHF | 99,19% | 99,19% |
12/09/2024 | 48,04% | 0,02 CHF | 0,03 CHF | 230 000 | 230 000 | 223 158 | 223 158 | 3 552 CHF | 5 792 CHF | 100,00% | 100,00% |
11/09/2024 | 58,55% | 0,01 CHF | 0,02 CHF | 240 000 | 240 000 | 233 746 | 233 746 | 2 830 CHF | 5 167 CHF | 100,00% | 100,00% |
10/09/2024 | 67,25% | 0,01 CHF | 0,02 CHF | 240 000 | 240 000 | 233 733 | 233 733 | 2 323 CHF | 4 675 CHF | 99,75% | 99,75% |