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 | 95,53% | 0,02 CHF | 0,04 CHF | 120 000 | 120 000 | 118 696 | 118 696 | 1 789 CHF | 5 012 CHF | 100,00% | 100,00% |
25/09/2024 | 27,93% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 118 794 | 118 794 | 3 947 CHF | 5 205 CHF | 100,00% | 100,00% |
24/09/2024 | 39,52% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 118 793 | 118 793 | 3 483 CHF | 5 145 CHF | 100,00% | 100,00% |
23/09/2024 | 62,94% | 0,02 CHF | 0,04 CHF | 120 000 | 120 000 | 118 794 | 118 794 | 2 697 CHF | 5 106 CHF | 100,00% | 100,00% |
20/09/2024 | 24,25% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 108 893 | 108 893 | 4 023 CHF | 5 114 CHF | 100,00% | 100,00% |
19/09/2024 | 22,65% | 0,04 CHF | 0,05 CHF | 110 000 | 110 000 | 108 881 | 108 881 | 4 356 CHF | 5 446 CHF | 98,22% | 98,22% |
18/09/2024 | 53,13% | 0,03 CHF | 0,04 CHF | 120 000 | 120 000 | 118 563 | 118 563 | 3 102 CHF | 5 141 CHF | 98,20% | 98,20% |
12/09/2024 | 82,99% | 0,02 CHF | 0,04 CHF | 120 000 | 120 000 | 118 411 | 118 411 | 2 004 CHF | 4 808 CHF | 100,00% | 100,00% |
11/09/2024 | 84,93% | 0,02 CHF | 0,04 CHF | 130 000 | 130 000 | 125 904 | 125 904 | 2 048 CHF | 5 039 CHF | 100,00% | 100,00% |
10/09/2024 | 81,95% | 0,02 CHF | 0,04 CHF | 130 000 | 130 000 | 123 610 | 123 610 | 2 098 CHF | 4 982 CHF | 99,39% | 99,39% |