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 | 95,42% | 0,01 CHF | 0,02 CHF | 350 000 | 350 000 | 155 923 | 155 020 | 1 177 CHF | 3 110 CHF | 98,44% | 98,44% |
25/09/2024 | 61,36% | 0,01 CHF | 0,02 CHF | 370 000 | 370 000 | 169 437 | 169 437 | 1 877 CHF | 3 579 CHF | 97,39% | 97,39% |
24/09/2024 | 67,09% | 0,01 CHF | 0,02 CHF | 370 000 | 370 000 | 166 328 | 166 193 | 1 757 CHF | 3 433 CHF | 99,42% | 99,42% |
23/09/2024 | 53,42% | 0,01 CHF | 0,02 CHF | 390 000 | 390 000 | 173 907 | 173 907 | 2 435 CHF | 4 181 CHF | 99,90% | 99,90% |
20/09/2024 | 48,44% | 0,02 CHF | 0,03 CHF | 400 000 | 400 000 | 176 244 | 176 244 | 2 820 CHF | 4 590 CHF | 100,00% | 100,00% |
19/09/2024 | 44,14% | 0,02 CHF | 0,03 CHF | 400 000 | 400 000 | 178 302 | 178 302 | 3 243 CHF | 5 034 CHF | 97,03% | 97,03% |
18/09/2024 | 34,90% | 0,03 CHF | 0,04 CHF | 440 000 | 440 000 | 183 479 | 183 479 | 4 519 CHF | 6 362 CHF | 99,96% | 99,96% |
12/09/2024 | 30,71% | 0,03 CHF | 0,04 CHF | 400 000 | 400 000 | 176 446 | 176 446 | 5 011 CHF | 6 787 CHF | 100,00% | 100,00% |
11/09/2024 | 24,80% | 0,03 CHF | 0,04 CHF | 400 000 | 400 000 | 191 975 | 191 975 | 6 895 CHF | 8 823 CHF | 99,90% | 99,90% |
10/09/2024 | 25,00% | 0,04 CHF | 0,05 CHF | 440 000 | 440 000 | 195 231 | 195 231 | 7 042 CHF | 9 003 CHF | 99,97% | 99,97% |