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 | 5,27% | 0,34 CHF | 0,35 CHF | 500 000 | 500 000 | 192 338 | 192 338 | 62 072 CHF | 64 764 CHF | 93,74% | 93,74% |
25/09/2024 | 4,11% | 0,39 CHF | 0,40 CHF | 500 000 | 500 000 | 186 862 | 186 862 | 76 931 CHF | 79 583 CHF | 99,63% | 99,63% |
24/09/2024 | 4,00% | 0,45 CHF | 0,46 CHF | 500 000 | 500 000 | 186 858 | 186 858 | 83 311 CHF | 85 962 CHF | 99,63% | 99,63% |
23/09/2024 | 3,85% | 0,47 CHF | 0,48 CHF | 500 000 | 500 000 | 187 685 | 187 685 | 85 553 CHF | 88 210 CHF | 98,69% | 98,69% |
20/09/2024 | 3,83% | 0,50 CHF | 0,51 CHF | 500 000 | 500 000 | 186 879 | 186 879 | 87 144 CHF | 89 796 CHF | 99,62% | 99,62% |
19/09/2024 | 6,87% | 0,44 CHF | 0,46 CHF | 300 000 | 300 000 | 112 496 | 112 496 | 54 510 CHF | 57 698 CHF | 98,92% | 98,92% |
18/09/2024 | 6,01% | 0,59 CHF | 0,61 CHF | 500 000 | 500 000 | 195 111 | 195 111 | 113 095 CHF | 118 522 CHF | 91,00% | 91,00% |
12/09/2024 | 5,90% | 0,58 CHF | 0,60 CHF | 500 000 | 500 000 | 187 091 | 187 091 | 110 819 CHF | 116 125 CHF | 99,38% | 99,38% |
11/09/2024 | 6,67% | 0,80 CHF | 0,83 CHF | 300 000 | 300 000 | 111 971 | 111 971 | 87 592 CHF | 92 361 CHF | 99,56% | 99,56% |
10/09/2024 | 5,60% | 0,93 CHF | 0,96 CHF | 200 000 | 200 000 | 90 401 | 74 744 | 84 176 CHF | 72 844 CHF | 99,63% | 99,63% |