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 | 5,25% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 272 666 | 127 384 | 50 552 CHF | 25 302 CHF | 88,00% | 88,00% |
25/09/2024 | 5,37% | 0,18 CHF | 0,19 CHF | 280 000 | 250 000 | 278 677 | 135 739 | 50 515 CHF | 26 111 CHF | 77,10% | 77,10% |
24/09/2024 | 5,28% | 0,18 CHF | 0,19 CHF | 280 000 | 250 000 | 275 357 | 132 633 | 50 818 CHF | 25 670 CHF | 78,73% | 78,73% |
23/09/2024 | 5,67% | 0,19 CHF | 0,20 CHF | 270 000 | 250 000 | 297 327 | 105 597 | 50 971 CHF | 19 354 CHF | 74,29% | 74,29% |
20/09/2024 | 5,71% | 0,15 CHF | 0,16 CHF | 340 000 | 250 000 | 299 330 | 128 008 | 50 920 CHF | 22 850 CHF | 88,45% | 88,45% |
19/09/2024 | 10,61% | 0,17 CHF | 0,18 CHF | 300 000 | 250 000 | 311 836 | 120 445 | 44 782 CHF | 19 181 CHF | 89,13% | 89,13% |
18/09/2024 | 8,64% | 0,12 CHF | 0,13 CHF | 420 000 | 250 000 | 457 079 | 131 238 | 50 585 CHF | 15 931 CHF | 90,29% | 90,29% |
12/09/2024 | 10,43% | 0,09 CHF | 0,10 CHF | 500 000 | 250 000 | 500 000 | 121 900 | 45 497 CHF | 12 436 CHF | 93,35% | 93,35% |
11/09/2024 | 11,26% | 0,08 CHF | 0,09 CHF | 500 000 | 250 000 | 500 000 | 125 506 | 42 022 CHF | 11 784 CHF | 88,43% | 88,43% |
10/09/2024 | 10,64% | 0,07 CHF | 0,08 CHF | 500 000 | 250 000 | 500 000 | 120 826 | 44 700 CHF | 11 763 CHF | 88,00% | 88,00% |