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 | 4,68% | 0,21 CHF | 0,22 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 29 198 CHF | 30 598 CHF | 100,00% | 100,00% |
25/09/2024 | 4,80% | 0,21 CHF | 0,22 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 28 508 CHF | 29 908 CHF | 100,00% | 100,00% |
24/09/2024 | 5,14% | 0,20 CHF | 0,21 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 28 445 CHF | 29 945 CHF | 100,00% | 100,00% |
23/09/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 27 887 CHF | 29 487 CHF | 100,00% | 100,00% |
20/09/2024 | 6,02% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 25 762 CHF | 27 362 CHF | 100,00% | 100,00% |
19/09/2024 | 5,90% | 0,17 CHF | 0,18 CHF | 170 000 | 170 000 | 169 814 | 169 814 | 27 957 CHF | 29 655 CHF | 98,10% | 98,10% |
18/09/2024 | 6,16% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 163 854 | 163 854 | 25 765 CHF | 27 403 CHF | 99,18% | 99,18% |
12/09/2024 | 5,74% | 0,17 CHF | 0,18 CHF | 160 000 | 160 000 | 159 396 | 159 396 | 27 207 CHF | 28 807 CHF | 100,00% | 100,00% |
11/09/2024 | 5,93% | 0,16 CHF | 0,17 CHF | 160 000 | 160 000 | 160 000 | 160 000 | 26 191 CHF | 27 791 CHF | 100,00% | 100,00% |
10/09/2024 | 5,25% | 0,18 CHF | 0,19 CHF | 160 000 | 160 000 | 157 364 | 157 364 | 29 203 CHF | 30 776 CHF | 99,75% | 99,75% |