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 | 12,02% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 39 177 CHF | 13 253 CHF | 95,28% | 95,28% |
25/09/2024 | 12,92% | 0,07 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 36 324 CHF | 12 397 CHF | 99,37% | 99,37% |
24/09/2024 | 12,10% | 0,07 CHF | 0,08 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 38 932 CHF | 13 180 CHF | 99,38% | 99,38% |
23/09/2024 | 11,69% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 002 | 40 308 CHF | 13 593 CHF | 95,55% | 95,55% |
20/09/2024 | 11,17% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 42 419 CHF | 14 226 CHF | 99,38% | 99,38% |
19/09/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 44 988 CHF | 14 996 CHF | 99,38% | 99,38% |
18/09/2024 | 11,76% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 40 000 CHF | 13 500 CHF | 99,38% | 99,38% |
12/09/2024 | 10,53% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 45 194 CHF | 15 058 CHF | 84,64% | 84,64% |
11/09/2024 | 11,29% | 0,09 CHF | 0,10 CHF | 500 000 | 150 000 | 500 000 | 150 000 | 41 907 CHF | 14 072 CHF | 96,19% | 96,19% |
10/09/2024 | 12,06% | 0,08 CHF | 0,09 CHF | 500 000 | 150 000 | 500 000 | 150 301 | 39 064 CHF | 13 243 CHF | 99,38% | 99,38% |