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 | 8,45% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 452 259 | 449 421 | 51 322 CHF | 55 530 CHF | 99,00% | 99,00% |
25/09/2024 | 11,88% | 0,09 CHF | 0,10 CHF | 600 000 | 300 000 | 636 462 | 327 545 | 50 395 CHF | 29 196 CHF | 98,73% | 98,73% |
24/09/2024 | 10,33% | 0,09 CHF | 0,10 CHF | 625 000 | 325 000 | 550 499 | 379 277 | 50 552 CHF | 39 348 CHF | 99,03% | 99,03% |
23/09/2024 | 12,26% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 657 854 | 341 427 | 50 348 CHF | 29 547 CHF | 98,60% | 98,60% |
20/09/2024 | 11,24% | 0,07 CHF | 0,08 CHF | 675 000 | 350 000 | 604 526 | 310 660 | 50 782 CHF | 29 229 CHF | 97,63% | 97,63% |
19/09/2024 | 7,39% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 397 639 | 397 641 | 51 870 CHF | 55 847 CHF | 99,39% | 99,39% |
18/09/2024 | 9,34% | 0,11 CHF | 0,12 CHF | 475 000 | 475 000 | 500 306 | 462 035 | 51 080 CHF | 52 177 CHF | 99,22% | 99,22% |
12/09/2024 | 9,82% | 0,09 CHF | 0,10 CHF | 575 000 | 300 000 | 522 428 | 435 347 | 50 553 CHF | 46 995 CHF | 99,02% | 99,02% |
11/09/2024 | 12,45% | 0,08 CHF | 0,09 CHF | 725 000 | 375 000 | 672 478 | 349 320 | 50 669 CHF | 29 814 CHF | 99,21% | 99,21% |
10/09/2024 | 12,26% | 0,07 CHF | 0,08 CHF | 775 000 | 400 000 | 659 512 | 340 085 | 50 506 CHF | 29 433 CHF | 98,56% | 98,56% |