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 | 3,87% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 205 323 | 205 323 | 51 952 CHF | 54 005 CHF | 98,27% | 98,27% |
25/09/2024 | 3,82% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 536 | 200 536 | 51 480 CHF | 53 486 CHF | 98,47% | 98,47% |
24/09/2024 | 3,75% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 52 365 CHF | 54 365 CHF | 99,25% | 99,25% |
23/09/2024 | 3,32% | 0,27 CHF | 0,28 CHF | 200 000 | 200 000 | 180 323 | 180 323 | 53 327 CHF | 55 130 CHF | 98,63% | 98,63% |
20/09/2024 | 3,14% | 0,34 CHF | 0,35 CHF | 175 000 | 175 000 | 175 000 | 175 000 | 54 936 CHF | 56 686 CHF | 95,99% | 95,99% |
19/09/2024 | 2,72% | 0,32 CHF | 0,33 CHF | 175 000 | 175 000 | 153 668 | 153 667 | 55 629 CHF | 57 166 CHF | 99,46% | 99,46% |
18/09/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 57 498 CHF | 58 748 CHF | 99,34% | 99,34% |
12/09/2024 | 1,78% | 0,55 CHF | 0,56 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 55 553 CHF | 56 553 CHF | 98,98% | 98,98% |
11/09/2024 | 1,66% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 59 816 CHF | 60 816 CHF | 97,56% | 97,56% |
10/09/2024 | 1,72% | 0,63 CHF | 0,64 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 57 936 CHF | 58 936 CHF | 98,51% | 98,51% |