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 | 2,67% | 0,35 CHF | 0,36 CHF | 150 000 | 150 000 | 150 538 | 150 538 | 55 659 CHF | 57 164 CHF | 97,95% | 97,95% |
25/09/2024 | 3,25% | 0,33 CHF | 0,34 CHF | 175 000 | 175 000 | 174 207 | 174 207 | 52 768 CHF | 54 510 CHF | 98,53% | 98,53% |
24/09/2024 | 3,26% | 0,30 CHF | 0,31 CHF | 200 000 | 200 000 | 177 336 | 177 336 | 53 444 CHF | 55 217 CHF | 98,99% | 98,99% |
23/09/2024 | 3,49% | 0,26 CHF | 0,27 CHF | 200 000 | 200 000 | 188 811 | 188 811 | 53 143 CHF | 55 031 CHF | 98,63% | 98,63% |
20/09/2024 | 4,13% | 0,24 CHF | 0,25 CHF | 200 000 | 200 000 | 220 138 | 220 139 | 52 242 CHF | 54 444 CHF | 95,87% | 95,87% |
19/09/2024 | 3,93% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 205 851 | 205 853 | 51 403 CHF | 53 462 CHF | 99,32% | 99,32% |
18/09/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 250 000 | 250 000 | 250 787 | 250 787 | 50 779 CHF | 53 287 CHF | 99,26% | 99,26% |
12/09/2024 | 5,33% | 0,27 CHF | 0,28 CHF | 575 000 | 300 000 | 324 100 | 296 726 | 60 790 CHF | 57 584 CHF | 94,09% | 94,09% |
11/09/2024 | 10,57% | 0,10 CHF | 0,11 CHF | 600 000 | 300 000 | 569 395 | 313 639 | 51 005 CHF | 31 410 CHF | 87,84% | 87,84% |
10/09/2024 | 15,83% | 0,08 CHF | 0,09 CHF | 675 000 | 350 000 | 879 462 | 448 070 | 51 175 CHF | 30 574 CHF | 98,34% | 98,34% |