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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 5,53% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 053 | 300 053 | 52 812 CHF | 55 812 CHF | 99,69% | 99,69% |
24/09/2024 | 5,67% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 301 290 | 301 290 | 51 675 CHF | 54 687 CHF | 100,00% | 100,00% |
23/09/2024 | 5,36% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 293 535 | 293 535 | 53 323 CHF | 56 258 CHF | 99,24% | 99,24% |
20/09/2024 | 6,43% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 346 894 | 346 894 | 52 214 CHF | 55 683 CHF | 100,00% | 100,00% |
19/09/2024 | 5,97% | 0,16 CHF | 0,17 CHF | 325 000 | 325 000 | 318 186 | 318 186 | 51 659 CHF | 54 841 CHF | 100,00% | 100,00% |
18/09/2024 | 5,58% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 300 000 | 300 000 | 52 260 CHF | 55 260 CHF | 99,61% | 99,61% |
12/09/2024 | 4,39% | 0,22 CHF | 0,23 CHF | 225 000 | 225 000 | 240 719 | 240 719 | 53 663 CHF | 56 071 CHF | 100,00% | 100,00% |
11/09/2024 | 3,94% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 207 490 | 207 490 | 51 686 CHF | 53 761 CHF | 100,00% | 100,00% |
10/09/2024 | 4,18% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 225 539 | 225 539 | 52 776 CHF | 55 032 CHF | 99,28% | 99,28% |
09/09/2024 | 4,30% | 0,23 CHF | 0,24 CHF | 225 000 | 225 000 | 231 851 | 231 851 | 52 791 CHF | 55 109 CHF | 98,15% | 98,15% |