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 | 13,05% | 0,17 CHF | 0,19 CHF | 25 000 | 25 000 | 24 191 | 24 191 | 4 076 CHF | 4 634 CHF | 99,11% | 99,11% |
25/09/2024 | 7,12% | 0,17 CHF | 0,18 CHF | 220 776 | 50 000 | 222 870 | 50 000 | 36 726 CHF | 8 848 CHF | 95,80% | 95,80% |
24/09/2024 | 7,28% | 0,16 CHF | 0,17 CHF | 230 266 | 50 000 | 178 411 | 50 000 | 29 703 CHF | 8 998 CHF | 100,00% | 100,00% |
23/09/2024 | 7,25% | 0,16 CHF | 0,17 CHF | 167 127 | 50 000 | 174 294 | 50 000 | 27 016 CHF | 8 337 CHF | 100,00% | 100,00% |
20/09/2024 | 8,93% | 0,15 CHF | 0,16 CHF | 184 897 | 50 000 | 176 549 | 50 000 | 26 888 CHF | 8 335 CHF | 87,60% | 87,60% |
19/09/2024 | 7,06% | 0,18 CHF | 0,19 CHF | 159 877 | 50 000 | 166 062 | 50 000 | 28 137 CHF | 9 104 CHF | 99,42% | 99,42% |
18/09/2024 | 10,03% | 0,15 CHF | 0,16 CHF | 177 493 | 50 000 | 185 350 | 50 000 | 26 393 CHF | 7 889 CHF | 96,59% | 96,59% |
12/09/2024 | 9,69% | 0,12 CHF | 0,13 CHF | 225 253 | 50 000 | 219 048 | 50 000 | 25 801 CHF | 6 491 CHF | 98,35% | 98,35% |
11/09/2024 | 9,05% | 0,11 CHF | 0,12 CHF | 227 917 | 50 000 | 220 824 | 50 000 | 26 156 CHF | 6 489 CHF | 99,03% | 99,03% |
10/09/2024 | 10,25% | 0,12 CHF | 0,13 CHF | 220 858 | 50 000 | 216 014 | 50 000 | 25 611 CHF | 6 571 CHF | 100,00% | 100,00% |