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 | 6,42% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 348 765 | 348 765 | 52 556 CHF | 56 044 CHF | 98,95% | 98,95% |
25/09/2024 | 8,00% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 425 000 | 425 000 | 51 000 CHF | 55 250 CHF | 98,61% | 98,61% |
24/09/2024 | 7,96% | 0,12 CHF | 0,13 CHF | 425 000 | 425 000 | 422 774 | 422 774 | 51 010 CHF | 55 238 CHF | 99,04% | 99,04% |
23/09/2024 | 7,47% | 0,12 CHF | 0,13 CHF | 400 000 | 400 000 | 401 687 | 401 687 | 51 780 CHF | 55 797 CHF | 98,59% | 98,59% |
20/09/2024 | 6,28% | 0,13 CHF | 0,14 CHF | 375 000 | 375 000 | 335 825 | 335 825 | 51 724 CHF | 55 082 CHF | 97,64% | 97,64% |
19/09/2024 | 4,36% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 233 980 | 233 980 | 52 511 CHF | 54 851 CHF | 99,39% | 99,39% |
18/09/2024 | 4,95% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 257 714 | 257 714 | 50 803 CHF | 53 380 CHF | 99,23% | 99,23% |
12/09/2024 | 3,87% | 0,24 CHF | 0,25 CHF | 225 000 | 225 000 | 205 689 | 205 689 | 52 052 CHF | 54 109 CHF | 99,00% | 99,00% |
11/09/2024 | 3,95% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 205 472 | 205 472 | 50 917 CHF | 52 972 CHF | 99,21% | 99,21% |
10/09/2024 | 3,96% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 208 194 | 208 194 | 51 462 CHF | 53 544 CHF | 76,12% | 76,12% |