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 | 16,70% | 0,06 CHF | 0,07 CHF | 120 000 | 120 000 | 118 697 | 118 697 | 6 686 CHF | 7 875 CHF | 100,00% | 100,00% |
25/09/2024 | 9,20% | 0,10 CHF | 0,11 CHF | 120 000 | 120 000 | 118 794 | 118 794 | 12 568 CHF | 13 758 CHF | 100,00% | 100,00% |
24/09/2024 | 9,45% | 0,11 CHF | 0,12 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 12 263 CHF | 13 452 CHF | 100,00% | 100,00% |
23/09/2024 | 12,04% | 0,08 CHF | 0,09 CHF | 120 000 | 120 000 | 118 794 | 118 794 | 9 518 CHF | 10 707 CHF | 100,00% | 100,00% |
20/09/2024 | 8,27% | 0,13 CHF | 0,14 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 12 891 CHF | 13 981 CHF | 100,00% | 100,00% |
19/09/2024 | 7,66% | 0,14 CHF | 0,15 CHF | 110 000 | 110 000 | 108 880 | 108 880 | 13 988 CHF | 15 078 CHF | 98,18% | 98,18% |
18/09/2024 | 12,63% | 0,09 CHF | 0,10 CHF | 120 000 | 120 000 | 118 524 | 118 524 | 9 662 CHF | 10 848 CHF | 98,17% | 98,17% |
12/09/2024 | 19,39% | 0,04 CHF | 0,05 CHF | 120 000 | 120 000 | 118 249 | 118 249 | 5 657 CHF | 6 845 CHF | 100,00% | 100,00% |
11/09/2024 | 20,40% | 0,05 CHF | 0,06 CHF | 130 000 | 130 000 | 126 220 | 126 220 | 5 655 CHF | 6 918 CHF | 100,00% | 100,00% |
10/09/2024 | 19,07% | 0,04 CHF | 0,05 CHF | 130 000 | 130 000 | 123 609 | 123 609 | 5 991 CHF | 7 229 CHF | 99,39% | 99,39% |