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 | 4,03% | 0,28 CHF | 0,28 CHF | 190 000 | 190 000 | 188 083 | 188 083 | 46 941 CHF | 48 823 CHF | 100,00% | 100,00% |
25/09/2024 | 3,03% | 0,32 CHF | 0,33 CHF | 190 000 | 190 000 | 188 091 | 188 091 | 62 407 CHF | 64 290 CHF | 100,00% | 100,00% |
24/09/2024 | 2,95% | 0,35 CHF | 0,36 CHF | 200 000 | 200 000 | 197 988 | 197 988 | 67 498 CHF | 69 480 CHF | 100,00% | 100,00% |
23/09/2024 | 3,32% | 0,30 CHF | 0,31 CHF | 180 000 | 180 000 | 178 190 | 178 190 | 53 862 CHF | 55 646 CHF | 100,00% | 100,00% |
20/09/2024 | 2,67% | 0,38 CHF | 0,39 CHF | 150 000 | 150 000 | 148 491 | 148 491 | 56 050 CHF | 57 537 CHF | 100,00% | 100,00% |
19/09/2024 | 2,54% | 0,41 CHF | 0,42 CHF | 170 000 | 170 000 | 168 272 | 168 272 | 66 851 CHF | 68 535 CHF | 98,18% | 98,18% |
18/09/2024 | 3,53% | 0,32 CHF | 0,33 CHF | 210 000 | 210 000 | 207 651 | 207 651 | 60 936 CHF | 63 015 CHF | 98,08% | 98,08% |
12/09/2024 | 5,24% | 0,18 CHF | 0,19 CHF | 240 000 | 240 000 | 236 960 | 236 960 | 45 317 CHF | 47 698 CHF | 99,99% | 99,99% |
11/09/2024 | 5,48% | 0,19 CHF | 0,20 CHF | 260 000 | 260 000 | 252 438 | 252 438 | 45 693 CHF | 48 220 CHF | 100,00% | 100,00% |
10/09/2024 | 5,17% | 0,18 CHF | 0,19 CHF | 260 000 | 260 000 | 247 219 | 247 219 | 47 634 CHF | 50 109 CHF | 99,39% | 99,39% |