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 | 5,29% | 0,21 CHF | 0,22 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 22 459 CHF | 23 648 CHF | 100,00% | 100,00% |
25/09/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 120 000 | 120 000 | 118 794 | 118 794 | 34 697 CHF | 35 886 CHF | 100,00% | 100,00% |
24/09/2024 | 3,39% | 0,31 CHF | 0,32 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 35 183 CHF | 36 372 CHF | 100,00% | 100,00% |
23/09/2024 | 4,05% | 0,25 CHF | 0,26 CHF | 120 000 | 120 000 | 118 794 | 118 794 | 29 426 CHF | 30 616 CHF | 100,00% | 100,00% |
20/09/2024 | 3,00% | 0,34 CHF | 0,35 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 36 538 CHF | 37 628 CHF | 100,00% | 100,00% |
19/09/2024 | 2,81% | 0,37 CHF | 0,38 CHF | 110 000 | 110 000 | 108 881 | 108 881 | 39 065 CHF | 40 155 CHF | 98,23% | 98,23% |
18/09/2024 | 4,34% | 0,27 CHF | 0,28 CHF | 120 000 | 120 000 | 118 369 | 118 369 | 28 777 CHF | 29 962 CHF | 98,20% | 98,20% |
12/09/2024 | 6,83% | 0,14 CHF | 0,15 CHF | 120 000 | 120 000 | 118 484 | 118 484 | 17 249 CHF | 18 440 CHF | 99,99% | 99,99% |
11/09/2024 | 7,19% | 0,14 CHF | 0,15 CHF | 130 000 | 130 000 | 126 210 | 126 210 | 17 249 CHF | 18 512 CHF | 100,00% | 100,00% |
10/09/2024 | 6,72% | 0,13 CHF | 0,14 CHF | 130 000 | 130 000 | 123 610 | 123 610 | 18 226 CHF | 19 464 CHF | 99,39% | 99,39% |