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 | 5,11% | 0,31 CHF | 0,32 CHF | 138 542 | 50 000 | 140 022 | 48 383 | 41 706 CHF | 15 168 CHF | 98,90% | 98,90% |
25/09/2024 | 5,19% | 0,28 CHF | 0,29 CHF | 146 166 | 50 000 | 148 778 | 50 000 | 40 830 CHF | 14 457 CHF | 97,47% | 97,47% |
24/09/2024 | 4,97% | 0,27 CHF | 0,29 CHF | 150 642 | 50 000 | 151 959 | 50 000 | 40 664 CHF | 14 063 CHF | 100,00% | 100,00% |
23/09/2024 | 6,05% | 0,28 CHF | 0,30 CHF | 147 168 | 50 000 | 147 423 | 50 000 | 41 130 CHF | 14 821 CHF | 100,00% | 100,00% |
20/09/2024 | 4,83% | 0,28 CHF | 0,29 CHF | 147 077 | 50 000 | 148 752 | 50 000 | 41 018 CHF | 14 477 CHF | 90,17% | 90,17% |
19/09/2024 | 6,32% | 0,28 CHF | 0,30 CHF | 147 563 | 50 000 | 147 353 | 50 000 | 40 418 CHF | 14 617 CHF | 99,39% | 99,39% |
18/09/2024 | 6,19% | 0,25 CHF | 0,27 CHF | 156 887 | 50 000 | 154 424 | 50 000 | 39 094 CHF | 13 467 CHF | 98,87% | 98,87% |
12/09/2024 | 5,46% | 0,26 CHF | 0,27 CHF | 155 452 | 50 000 | 151 840 | 50 000 | 39 607 CHF | 13 777 CHF | 97,95% | 97,95% |
11/09/2024 | 5,24% | 0,24 CHF | 0,26 CHF | 161 271 | 50 000 | 162 790 | 50 000 | 38 545 CHF | 12 480 CHF | 98,71% | 98,71% |
10/09/2024 | 6,87% | 0,23 CHF | 0,24 CHF | 169 086 | 50 000 | 173 379 | 50 000 | 37 299 CHF | 11 523 CHF | 100,00% | 100,00% |