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 | 3,87% | 0,28 CHF | 0,29 CHF | 290 000 | 290 000 | 287 082 | 287 082 | 74 542 CHF | 77 416 CHF | 99,99% | 99,99% |
25/09/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 280 000 | 280 000 | 277 187 | 277 187 | 85 693 CHF | 88 467 CHF | 100,00% | 100,00% |
24/09/2024 | 3,17% | 0,32 CHF | 0,33 CHF | 290 000 | 290 000 | 287 082 | 287 082 | 90 914 CHF | 93 788 CHF | 100,00% | 100,00% |
23/09/2024 | 3,42% | 0,29 CHF | 0,30 CHF | 280 000 | 280 000 | 277 185 | 277 185 | 81 283 CHF | 84 057 CHF | 100,00% | 100,00% |
20/09/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 250 000 | 250 000 | 247 485 | 247 485 | 84 599 CHF | 87 076 CHF | 100,00% | 100,00% |
19/09/2024 | 2,85% | 0,36 CHF | 0,37 CHF | 260 000 | 260 000 | 257 352 | 257 352 | 90 797 CHF | 93 373 CHF | 98,19% | 98,19% |
18/09/2024 | 3,58% | 0,30 CHF | 0,31 CHF | 300 000 | 300 000 | 296 338 | 296 338 | 84 429 CHF | 87 396 CHF | 98,13% | 98,13% |
12/09/2024 | 4,84% | 0,20 CHF | 0,21 CHF | 330 000 | 330 000 | 325 857 | 325 857 | 67 533 CHF | 70 807 CHF | 99,99% | 99,99% |
11/09/2024 | 5,03% | 0,20 CHF | 0,21 CHF | 370 000 | 370 000 | 358 826 | 358 826 | 70 967 CHF | 74 559 CHF | 100,00% | 100,00% |
10/09/2024 | 4,81% | 0,19 CHF | 0,20 CHF | 340 000 | 340 000 | 321 343 | 321 343 | 66 600 CHF | 69 816 CHF | 99,39% | 99,39% |