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 | 1,84% | 0,58 CHF | 0,59 CHF | 200 000 | 200 000 | 86 795 | 86 795 | 48 916 CHF | 49 788 CHF | 99,99% | 99,99% |
25/09/2024 | 1,87% | 0,54 CHF | 0,55 CHF | 190 000 | 190 000 | 86 073 | 86 073 | 47 100 CHF | 47 965 CHF | 99,90% | 99,90% |
24/09/2024 | 1,86% | 0,55 CHF | 0,56 CHF | 190 000 | 190 000 | 87 042 | 87 042 | 47 639 CHF | 48 513 CHF | 100,00% | 100,00% |
23/09/2024 | 1,96% | 0,56 CHF | 0,57 CHF | 200 000 | 200 000 | 87 688 | 87 688 | 47 186 CHF | 48 071 CHF | 99,81% | 99,81% |
20/09/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 200 000 | 200 000 | 88 017 | 88 017 | 45 374 CHF | 46 258 CHF | 99,91% | 99,91% |
19/09/2024 | 2,19% | 0,51 CHF | 0,52 CHF | 220 000 | 220 000 | 105 088 | 105 088 | 50 557 CHF | 51 615 CHF | 97,93% | 97,93% |
18/09/2024 | 2,64% | 0,41 CHF | 0,42 CHF | 250 000 | 250 000 | 114 116 | 114 116 | 44 215 CHF | 45 360 CHF | 99,96% | 99,96% |
12/09/2024 | 2,91% | 0,36 CHF | 0,37 CHF | 270 000 | 270 000 | 120 921 | 120 921 | 42 814 CHF | 44 031 CHF | 100,00% | 100,00% |
11/09/2024 | 3,09% | 0,33 CHF | 0,34 CHF | 280 000 | 280 000 | 125 082 | 125 082 | 41 067 CHF | 42 323 CHF | 99,90% | 99,90% |
10/09/2024 | 3,00% | 0,32 CHF | 0,33 CHF | 280 000 | 280 000 | 123 276 | 123 276 | 40 844 CHF | 42 082 CHF | 100,00% | 100,00% |