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 | 2,13% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 107 952 | 72 828 | 51 523 CHF | 35 780 CHF | 98,72% | 98,72% |
25/09/2024 | 2,49% | 0,39 CHF | 0,40 CHF | 130 000 | 75 000 | 130 065 | 75 000 | 51 518 CHF | 30 457 CHF | 37,59% | 37,59% |
24/09/2024 | 2,47% | 0,38 CHF | 0,39 CHF | 135 219 | 75 000 | 129 030 | 75 000 | 51 672 CHF | 30 819 CHF | 76,50% | 76,50% |
23/09/2024 | 2,42% | 0,39 CHF | 0,40 CHF | 135 598 | 75 000 | 127 600 | 75 000 | 52 140 CHF | 31 421 CHF | 31,48% | 31,48% |
20/09/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 110 771 | 75 000 | 51 992 CHF | 35 963 CHF | 90,17% | 90,17% |
19/09/2024 | 2,06% | 0,51 CHF | 0,52 CHF | 100 000 | 75 000 | 108 458 | 75 000 | 51 954 CHF | 36 777 CHF | 99,39% | 99,39% |
18/09/2024 | 2,63% | 0,39 CHF | 0,40 CHF | 135 312 | 75 000 | 134 164 | 75 000 | 50 344 CHF | 28 904 CHF | 66,79% | 66,79% |
12/09/2024 | 2,11% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 111 693 | 75 000 | 52 283 CHF | 35 882 CHF | 97,95% | 97,95% |
11/09/2024 | 2,17% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 113 416 | 75 000 | 51 654 CHF | 34 949 CHF | 98,75% | 98,75% |
10/09/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 120 000 | 75 000 | 118 878 | 75 000 | 52 071 CHF | 33 635 CHF | 100,00% | 100,00% |