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 | 2,19% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 113 656 | 25 354 | 51 255 CHF | 11 501 CHF | 99,68% | 99,68% |
25/09/2024 | 2,13% | 0,45 CHF | 0,46 CHF | 120 000 | 50 000 | 112 340 | 25 354 | 52 095 CHF | 12 069 CHF | 99,68% | 99,68% |
24/09/2024 | 2,35% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 122 537 | 32 106 | 51 580 CHF | 13 753 CHF | 45,82% | 45,82% |
23/09/2024 | 2,32% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 121 663 | 35 011 | 51 761 CHF | 15 037 CHF | 32,49% | 32,49% |
20/09/2024 | 2,28% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 118 878 | 25 732 | 51 579 CHF | 12 021 CHF | 92,95% | 92,95% |
19/09/2024 | 4,42% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 102 634 | 28 185 | 42 898 CHF | 11 940 CHF | 65,14% | 65,14% |
18/09/2024 | 2,37% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 122 220 | 25 855 | 51 035 CHF | 11 027 CHF | 91,05% | 91,05% |
12/09/2024 | 1,92% | 0,52 CHF | 0,53 CHF | 100 000 | 50 000 | 100 154 | 25 395 | 51 621 CHF | 13 384 CHF | 99,42% | 99,42% |
11/09/2024 | 2,35% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 124 168 | 25 686 | 52 244 CHF | 11 138 CHF | 93,81% | 93,81% |
10/09/2024 | 2,24% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 119 725 | 26 127 | 52 970 CHF | 11 749 CHF | 87,09% | 87,09% |