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 | 10,69% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 572 935 | 298 701 | 50 734 CHF | 29 449 CHF | 98,17% | 98,17% |
25/09/2024 | 10,55% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 575 798 | 300 000 | 51 710 CHF | 29 943 CHF | 98,50% | 98,50% |
24/09/2024 | 10,27% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 553 629 | 366 121 | 51 079 CHF | 38 053 CHF | 99,01% | 99,01% |
23/09/2024 | 8,85% | 0,10 CHF | 0,11 CHF | 500 000 | 500 000 | 476 908 | 476 908 | 51 554 CHF | 56 323 CHF | 98,59% | 98,59% |
20/09/2024 | 8,40% | 0,13 CHF | 0,14 CHF | 400 000 | 400 000 | 457 012 | 457 013 | 52 104 CHF | 56 674 CHF | 96,11% | 96,11% |
19/09/2024 | 7,12% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 382 210 | 382 210 | 51 816 CHF | 55 638 CHF | 99,31% | 99,31% |
18/09/2024 | 5,43% | 0,17 CHF | 0,18 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 53 786 CHF | 56 786 CHF | 99,34% | 99,34% |
12/09/2024 | 4,30% | 0,22 CHF | 0,23 CHF | 250 000 | 250 000 | 231 707 | 231 707 | 52 707 CHF | 55 024 CHF | 99,02% | 99,02% |
11/09/2024 | 3,90% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 558 | 200 622 | 50 480 CHF | 52 503 CHF | 96,96% | 96,96% |
10/09/2024 | 4,03% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 220 007 | 220 007 | 53 514 CHF | 55 714 CHF | 98,55% | 98,55% |