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 | 9,67% | 0,10 CHF | 0,11 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 24 648 CHF | 16 289 CHF | 95,28% | 95,28% |
25/09/2024 | 10,26% | 0,09 CHF | 0,10 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 23 173 CHF | 15 404 CHF | 99,37% | 99,37% |
24/09/2024 | 9,74% | 0,09 CHF | 0,10 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 24 466 CHF | 16 180 CHF | 99,39% | 99,39% |
23/09/2024 | 9,46% | 0,10 CHF | 0,11 CHF | 250 000 | 150 000 | 250 000 | 146 920 | 25 179 CHF | 16 238 CHF | 95,56% | 95,56% |
20/09/2024 | 8,97% | 0,10 CHF | 0,11 CHF | 250 000 | 150 000 | 250 000 | 134 417 | 26 721 CHF | 15 588 CHF | 99,38% | 99,38% |
19/09/2024 | 8,51% | 0,12 CHF | 0,13 CHF | 250 000 | 100 000 | 250 000 | 126 531 | 28 176 CHF | 15 446 CHF | 99,38% | 99,38% |
18/09/2024 | 9,41% | 0,10 CHF | 0,11 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 25 334 CHF | 16 700 CHF | 99,38% | 99,38% |
12/09/2024 | 8,31% | 0,11 CHF | 0,12 CHF | 250 000 | 150 000 | 250 000 | 121 329 | 28 891 CHF | 15 116 CHF | 84,66% | 84,66% |
11/09/2024 | 8,67% | 0,11 CHF | 0,12 CHF | 250 000 | 100 000 | 250 000 | 143 520 | 27 648 CHF | 17 243 CHF | 96,19% | 96,19% |
10/09/2024 | 9,71% | 0,10 CHF | 0,11 CHF | 250 000 | 150 000 | 250 000 | 150 000 | 24 532 CHF | 16 219 CHF | 99,38% | 99,38% |