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 | 5,18% | 0,51 CHF | 0,53 CHF | 90 166 | 50 000 | 91 270 | 48 383 | 45 116 CHF | 25 198 CHF | 98,90% | 98,90% |
25/09/2024 | 5,69% | 0,46 CHF | 0,49 CHF | 94 026 | 50 000 | 95 057 | 50 000 | 43 502 CHF | 24 225 CHF | 97,47% | 97,47% |
24/09/2024 | 5,92% | 0,45 CHF | 0,48 CHF | 96 050 | 50 000 | 97 051 | 50 000 | 43 005 CHF | 23 509 CHF | 100,00% | 100,00% |
23/09/2024 | 5,03% | 0,47 CHF | 0,49 CHF | 94 908 | 50 000 | 95 243 | 50 000 | 44 399 CHF | 24 512 CHF | 100,00% | 100,00% |
20/09/2024 | 5,43% | 0,46 CHF | 0,49 CHF | 96 022 | 50 000 | 96 006 | 50 000 | 43 988 CHF | 24 197 CHF | 90,17% | 90,17% |
19/09/2024 | 5,10% | 0,47 CHF | 0,49 CHF | 95 738 | 50 000 | 93 521 | 50 000 | 43 233 CHF | 24 327 CHF | 93,24% | 93,24% |
18/09/2024 | 5,36% | 0,42 CHF | 0,45 CHF | 97 313 | 50 000 | 96 093 | 50 000 | 41 331 CHF | 22 693 CHF | 99,33% | 99,33% |
12/09/2024 | 4,91% | 0,44 CHF | 0,46 CHF | 96 523 | 50 000 | 95 408 | 50 000 | 42 413 CHF | 23 347 CHF | 97,95% | 97,95% |
11/09/2024 | 5,30% | 0,41 CHF | 0,44 CHF | 98 130 | 50 000 | 99 625 | 50 000 | 40 162 CHF | 21 263 CHF | 98,71% | 98,71% |
10/09/2024 | 4,13% | 0,39 CHF | 0,40 CHF | 102 653 | 50 000 | 104 679 | 50 000 | 38 523 CHF | 19 179 CHF | 100,00% | 100,00% |