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 | 2,10% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 72 764 | 51 756 CHF | 34 942 CHF | 99,22% | 99,22% |
25/09/2024 | 2,06% | 0,49 CHF | 0,50 CHF | 110 000 | 75 000 | 109 973 | 75 000 | 52 795 CHF | 36 756 CHF | 85,91% | 85,91% |
24/09/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 52 491 CHF | 36 539 CHF | 100,00% | 100,00% |
23/09/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 51 090 CHF | 35 584 CHF | 100,00% | 100,00% |
20/09/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 114 | 75 000 | 51 058 CHF | 35 527 CHF | 89,67% | 89,67% |
19/09/2024 | 2,16% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 112 206 | 75 000 | 51 350 CHF | 35 085 CHF | 99,34% | 99,34% |
18/09/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 110 000 | 75 000 | 110 200 | 75 000 | 51 178 CHF | 35 582 CHF | 96,61% | 96,61% |
12/09/2024 | 2,21% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 118 011 | 75 000 | 52 826 CHF | 34 338 CHF | 98,41% | 98,41% |
11/09/2024 | 2,14% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 110 000 | 75 000 | 50 799 CHF | 35 386 CHF | 98,88% | 98,88% |
10/09/2024 | 2,19% | 0,46 CHF | 0,47 CHF | 110 000 | 75 000 | 119 069 | 75 000 | 53 646 CHF | 34 546 CHF | 100,00% | 100,00% |