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 | 8,23% | 0,29 CHF | 0,31 CHF | 25 000 | 25 000 | 24 553 | 24 553 | 6 939 CHF | 7 530 CHF | 95,45% | 95,45% |
25/09/2024 | 4,62% | 0,27 CHF | 0,29 CHF | 110 929 | 50 000 | 112 025 | 50 000 | 30 377 CHF | 14 203 CHF | 95,80% | 95,80% |
24/09/2024 | 4,50% | 0,26 CHF | 0,27 CHF | 115 848 | 50 000 | 91 889 | 50 000 | 24 818 CHF | 14 225 CHF | 91,05% | 91,05% |
23/09/2024 | 5,23% | 0,26 CHF | 0,28 CHF | 87 512 | 50 000 | 88 774 | 50 000 | 22 836 CHF | 13 564 CHF | 74,07% | 74,07% |
20/09/2024 | 4,84% | 0,22 CHF | 0,24 CHF | 93 614 | 50 000 | 90 758 | 50 000 | 22 408 CHF | 12 977 CHF | 87,60% | 87,60% |
19/09/2024 | 5,04% | 0,30 CHF | 0,31 CHF | 81 409 | 50 000 | 83 662 | 50 000 | 23 648 CHF | 14 885 CHF | 78,53% | 78,53% |
18/09/2024 | 5,55% | 0,24 CHF | 0,25 CHF | 93 325 | 50 000 | 95 155 | 50 000 | 22 117 CHF | 12 317 CHF | 84,71% | 84,71% |
12/09/2024 | 6,31% | 0,18 CHF | 0,19 CHF | 116 305 | 50 000 | 115 267 | 50 000 | 21 124 CHF | 9 764 CHF | 98,24% | 98,24% |
11/09/2024 | 6,34% | 0,16 CHF | 0,18 CHF | 123 840 | 50 000 | 116 020 | 50 000 | 20 933 CHF | 9 626 CHF | 99,03% | 99,03% |
10/09/2024 | 6,69% | 0,19 CHF | 0,20 CHF | 114 667 | 50 000 | 115 006 | 50 000 | 21 146 CHF | 9 834 CHF | 100,00% | 100,00% |