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 | 4,82% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 848 CHF | 21 283 CHF | 98,58% | 98,58% |
25/09/2024 | 5,79% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 50 343 CHF | 17 781 CHF | 99,27% | 99,27% |
24/09/2024 | 5,72% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 50 982 CHF | 17 994 CHF | 99,18% | 99,18% |
23/09/2024 | 5,63% | 0,17 CHF | 0,18 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 818 CHF | 18 273 CHF | 99,27% | 99,27% |
20/09/2024 | 5,19% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 56 594 CHF | 19 865 CHF | 99,27% | 99,27% |
19/09/2024 | 5,09% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 57 524 CHF | 20 175 CHF | 99,25% | 99,25% |
18/09/2024 | 6,14% | 0,15 CHF | 0,16 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 47 361 CHF | 16 787 CHF | 99,27% | 99,27% |
12/09/2024 | 5,48% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 53 258 CHF | 18 753 CHF | 99,28% | 99,28% |
11/09/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 55 437 CHF | 19 479 CHF | 99,26% | 99,26% |
10/09/2024 | 5,84% | 0,16 CHF | 0,17 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 49 886 CHF | 17 629 CHF | 99,16% | 99,16% |