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 | 3,88% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 203 904 | 203 905 | 51 533 CHF | 53 572 CHF | 98,32% | 98,32% |
25/09/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 201 341 | 201 341 | 50 661 CHF | 52 674 CHF | 96,58% | 96,58% |
24/09/2024 | 4,36% | 0,25 CHF | 0,26 CHF | 225 000 | 225 000 | 241 291 | 241 291 | 54 098 CHF | 56 511 CHF | 99,22% | 99,22% |
23/09/2024 | 4,54% | 0,25 CHF | 0,26 CHF | 200 000 | 200 000 | 240 665 | 240 665 | 51 786 CHF | 54 193 CHF | 98,67% | 98,67% |
20/09/2024 | 4,62% | 0,21 CHF | 0,22 CHF | 250 000 | 250 000 | 250 192 | 250 192 | 52 952 CHF | 55 454 CHF | 96,12% | 96,12% |
19/09/2024 | 4,53% | 0,18 CHF | 0,19 CHF | 300 000 | 300 000 | 245 383 | 245 384 | 52 942 CHF | 55 396 CHF | 99,48% | 99,48% |
18/09/2024 | 5,07% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 269 568 | 269 568 | 51 796 CHF | 54 492 CHF | 99,33% | 99,33% |
12/09/2024 | 6,36% | 0,19 CHF | 0,20 CHF | 275 000 | 275 000 | 347 021 | 347 023 | 52 860 CHF | 56 330 CHF | 99,10% | 99,10% |
11/09/2024 | 6,34% | 0,14 CHF | 0,15 CHF | 400 000 | 400 000 | 342 209 | 342 208 | 52 236 CHF | 55 658 CHF | 99,07% | 99,07% |
10/09/2024 | 6,70% | 0,15 CHF | 0,16 CHF | 350 000 | 350 000 | 362 648 | 362 647 | 52 344 CHF | 55 971 CHF | 87,78% | 87,78% |