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 | 5,63% | 0,33 CHF | 0,35 CHF | 175 000 | 175 000 | 155 009 | 155 009 | 53 477 CHF | 56 577 CHF | 98,27% | 98,27% |
25/09/2024 | 5,45% | 0,35 CHF | 0,37 CHF | 150 000 | 150 000 | 150 104 | 150 104 | 53 588 CHF | 56 590 CHF | 98,49% | 98,49% |
24/09/2024 | 5,85% | 0,33 CHF | 0,35 CHF | 175 000 | 175 000 | 164 386 | 164 386 | 54 509 CHF | 57 796 CHF | 99,16% | 99,16% |
23/09/2024 | 5,57% | 0,34 CHF | 0,36 CHF | 175 000 | 175 000 | 153 625 | 153 624 | 53 632 CHF | 56 704 CHF | 98,59% | 98,59% |
20/09/2024 | 5,58% | 0,40 CHF | 0,42 CHF | 125 000 | 125 000 | 159 995 | 159 995 | 55 568 CHF | 58 768 CHF | 95,88% | 95,88% |
19/09/2024 | 5,68% | 0,31 CHF | 0,33 CHF | 175 000 | 175 000 | 154 927 | 154 923 | 52 988 CHF | 56 085 CHF | 99,44% | 99,44% |
18/09/2024 | 5,73% | 0,33 CHF | 0,35 CHF | 150 000 | 150 000 | 151 315 | 151 315 | 51 316 CHF | 54 342 CHF | 99,26% | 99,26% |
12/09/2024 | 4,70% | 0,42 CHF | 0,44 CHF | 125 000 | 125 000 | 125 273 | 125 273 | 52 125 CHF | 54 631 CHF | 98,25% | 98,25% |
11/09/2024 | 5,77% | 0,35 CHF | 0,37 CHF | 150 000 | 150 000 | 159 497 | 159 498 | 53 589 CHF | 56 779 CHF | 98,39% | 98,39% |
10/09/2024 | 5,41% | 0,35 CHF | 0,37 CHF | 150 000 | 150 000 | 150 000 | 150 000 | 53 994 CHF | 56 994 CHF | 98,57% | 98,57% |