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 | 3,88% | 0,24 CHF | 0,25 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 75 860 CHF | 26 287 CHF | 99,41% | 99,41% |
25/09/2024 | 4,90% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 59 774 CHF | 20 925 CHF | 98,76% | 98,76% |
24/09/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 57 442 CHF | 20 147 CHF | 99,27% | 99,27% |
23/09/2024 | 5,32% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 55 037 CHF | 19 346 CHF | 99,39% | 99,39% |
20/09/2024 | 4,87% | 0,21 CHF | 0,22 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 60 129 CHF | 21 043 CHF | 99,40% | 99,40% |
19/09/2024 | 5,64% | 0,19 CHF | 0,20 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 51 890 CHF | 18 297 CHF | 99,40% | 99,40% |
18/09/2024 | 4,49% | 0,20 CHF | 0,21 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 65 467 CHF | 22 822 CHF | 99,36% | 99,36% |
12/09/2024 | 3,10% | 0,28 CHF | 0,29 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 97 498 CHF | 33 499 CHF | 99,41% | 99,41% |
11/09/2024 | 2,84% | 0,39 CHF | 0,40 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 104 271 CHF | 35 757 CHF | 99,11% | 99,11% |
10/09/2024 | 2,49% | 0,36 CHF | 0,37 CHF | 300 000 | 100 000 | 300 000 | 100 000 | 119 600 CHF | 40 867 CHF | 97,21% | 97,21% |