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 | 3,35% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 169 924 | 97 300 | 51 924 CHF | 30 761 CHF | 99,22% | 99,22% |
25/09/2024 | 3,02% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 159 397 | 100 000 | 51 920 CHF | 33 590 CHF | 93,32% | 93,32% |
24/09/2024 | 2,72% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 141 006 | 100 000 | 51 115 CHF | 37 259 CHF | 100,00% | 100,00% |
23/09/2024 | 2,47% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 129 816 | 100 000 | 51 867 CHF | 40 957 CHF | 100,00% | 100,00% |
20/09/2024 | 2,44% | 0,41 CHF | 0,42 CHF | 130 000 | 100 000 | 129 876 | 100 000 | 52 671 CHF | 41 557 CHF | 89,67% | 89,67% |
19/09/2024 | 2,52% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 132 255 | 100 000 | 51 903 CHF | 40 266 CHF | 99,34% | 99,34% |
18/09/2024 | 2,19% | 0,45 CHF | 0,46 CHF | 120 000 | 100 000 | 117 156 | 100 000 | 52 950 CHF | 46 215 CHF | 96,61% | 96,61% |
12/09/2024 | 2,18% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 115 272 | 100 000 | 52 161 CHF | 46 289 CHF | 98,39% | 98,39% |
11/09/2024 | 2,27% | 0,46 CHF | 0,47 CHF | 110 000 | 100 000 | 118 983 | 100 000 | 51 763 CHF | 44 556 CHF | 98,88% | 98,88% |
10/09/2024 | 2,47% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 128 873 | 100 000 | 51 477 CHF | 40 971 CHF | 100,00% | 100,00% |