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 | 2,14% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 112 158 | 97 302 | 51 806 CHF | 45 956 CHF | 99,22% | 99,22% |
25/09/2024 | 2,39% | 0,40 CHF | 0,41 CHF | 130 000 | 100 000 | 125 991 | 100 000 | 52 099 CHF | 42 391 CHF | 99,51% | 99,51% |
24/09/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 127 071 | 100 000 | 52 171 CHF | 42 089 CHF | 100,00% | 100,00% |
23/09/2024 | 2,78% | 0,36 CHF | 0,37 CHF | 140 000 | 100 000 | 143 870 | 100 000 | 51 035 CHF | 36 500 CHF | 100,00% | 100,00% |
20/09/2024 | 2,80% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 146 492 | 100 000 | 51 642 CHF | 36 307 CHF | 89,67% | 89,67% |
19/09/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 128 630 | 100 000 | 52 249 CHF | 41 634 CHF | 99,34% | 99,34% |
18/09/2024 | 2,75% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 143 150 | 100 000 | 51 316 CHF | 36 869 CHF | 96,61% | 96,61% |
12/09/2024 | 3,51% | 0,27 CHF | 0,28 CHF | 199 159 | 100 000 | 183 938 | 100 000 | 51 515 CHF | 29 032 CHF | 97,92% | 97,92% |
11/09/2024 | 3,60% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 187 421 | 100 000 | 51 080 CHF | 28 345 CHF | 68,08% | 68,08% |
10/09/2024 | 4,10% | 0,25 CHF | 0,26 CHF | 200 550 | 100 000 | 200 610 | 100 000 | 47 895 CHF | 24 875 CHF | 8,15% | 8,15% |