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 | 8,97% | 0,21 CHF | 0,23 CHF | 217 341 | 50 000 | 205 418 | 49 013 | 45 841 CHF | 11 966 CHF | 99,11% | 99,11% |
25/09/2024 | 9,40% | 0,22 CHF | 0,24 CHF | 207 109 | 50 000 | 196 232 | 47 482 | 42 312 CHF | 11 194 CHF | 74,62% | 74,62% |
24/09/2024 | 8,48% | 0,25 CHF | 0,27 CHF | 196 089 | 50 000 | 205 216 | 50 000 | 47 382 CHF | 12 683 CHF | 91,55% | 91,55% |
23/09/2024 | 6,59% | 0,30 CHF | 0,32 CHF | 177 386 | 50 000 | 170 412 | 50 000 | 51 366 CHF | 16 124 CHF | 57,98% | 57,98% |
20/09/2024 | 6,57% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 175 952 | 50 000 | 51 526 CHF | 15 646 CHF | 87,60% | 87,60% |
19/09/2024 | 7,19% | 0,25 CHF | 0,27 CHF | 205 076 | 50 000 | 192 840 | 50 000 | 51 046 CHF | 14 233 CHF | 59,50% | 59,50% |
18/09/2024 | 7,59% | 0,25 CHF | 0,27 CHF | 205 520 | 50 000 | 199 012 | 50 000 | 50 489 CHF | 13 687 CHF | 59,46% | 59,46% |
12/09/2024 | 7,34% | 0,24 CHF | 0,26 CHF | 210 000 | 50 000 | 191 873 | 50 000 | 50 840 CHF | 14 311 CHF | 93,17% | 93,17% |
11/09/2024 | 7,12% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 187 883 | 50 000 | 50 876 CHF | 14 572 CHF | 70,16% | 70,16% |
10/09/2024 | 6,78% | 0,28 CHF | 0,30 CHF | 180 000 | 50 000 | 179 469 | 50 000 | 51 153 CHF | 15 275 CHF | 99,99% | 99,99% |