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 | 5,07% | 0,21 CHF | 0,22 CHF | 168 697 | 100 000 | 168 545 | 97 302 | 33 749 CHF | 20 442 CHF | 99,22% | 99,22% |
25/09/2024 | 3,65% | 0,24 CHF | 0,25 CHF | 170 052 | 100 000 | 170 624 | 100 000 | 46 065 CHF | 27 997 CHF | 94,06% | 94,06% |
24/09/2024 | 2,90% | 0,33 CHF | 0,34 CHF | 160 000 | 100 000 | 152 479 | 100 000 | 51 779 CHF | 34 978 CHF | 100,00% | 100,00% |
23/09/2024 | 2,60% | 0,38 CHF | 0,39 CHF | 140 000 | 100 000 | 137 478 | 100 000 | 52 168 CHF | 38 991 CHF | 99,38% | 99,38% |
20/09/2024 | 2,41% | 0,42 CHF | 0,43 CHF | 120 000 | 100 000 | 126 521 | 100 000 | 51 925 CHF | 42 078 CHF | 89,67% | 89,67% |
19/09/2024 | 2,71% | 0,37 CHF | 0,38 CHF | 140 000 | 100 000 | 142 981 | 100 000 | 52 017 CHF | 37 475 CHF | 99,34% | 99,34% |
18/09/2024 | 2,57% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 134 993 | 100 000 | 51 874 CHF | 39 450 CHF | 98,71% | 98,71% |
12/09/2024 | 2,35% | 0,39 CHF | 0,40 CHF | 130 000 | 100 000 | 123 564 | 100 000 | 51 915 CHF | 43 063 CHF | 97,78% | 97,78% |
11/09/2024 | 2,22% | 0,47 CHF | 0,48 CHF | 110 000 | 100 000 | 118 057 | 100 000 | 52 484 CHF | 45 496 CHF | 98,88% | 98,88% |
10/09/2024 | 3,25% | 0,48 CHF | 0,49 CHF | 110 000 | 100 000 | 87 017 | 78 493 | 38 756 CHF | 35 963 CHF | 100,00% | 100,00% |