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 | 3,38% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 102 175 | 72 831 | 51 494 CHF | 37 951 CHF | 98,89% | 98,89% |
25/09/2024 | 3,16% | 0,51 CHF | 0,53 CHF | 100 000 | 75 000 | 103 220 | 75 000 | 51 401 CHF | 38 587 CHF | 99,62% | 99,62% |
24/09/2024 | 3,03% | 0,50 CHF | 0,51 CHF | 100 000 | 75 000 | 109 006 | 75 000 | 52 756 CHF | 37 425 CHF | 100,00% | 100,00% |
23/09/2024 | 2,54% | 0,52 CHF | 0,54 CHF | 100 000 | 75 000 | 100 000 | 75 000 | 52 470 CHF | 40 365 CHF | 99,70% | 99,70% |
20/09/2024 | 3,23% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 111 178 | 75 000 | 51 728 CHF | 36 056 CHF | 90,17% | 90,17% |
19/09/2024 | 3,01% | 0,45 CHF | 0,46 CHF | 120 000 | 75 000 | 111 406 | 75 000 | 52 827 CHF | 36 677 CHF | 99,39% | 99,39% |
18/09/2024 | 3,20% | 0,47 CHF | 0,49 CHF | 110 000 | 75 000 | 107 348 | 75 000 | 52 404 CHF | 37 835 CHF | 98,00% | 98,00% |
12/09/2024 | 4,97% | 0,30 CHF | 0,32 CHF | 147 342 | 75 000 | 148 282 | 75 000 | 41 856 CHF | 22 253 CHF | 97,95% | 97,95% |
11/09/2024 | 4,66% | 0,31 CHF | 0,33 CHF | 145 959 | 75 000 | 145 038 | 75 000 | 46 730 CHF | 25 319 CHF | 98,75% | 98,75% |
10/09/2024 | 3,92% | 0,34 CHF | 0,35 CHF | 144 474 | 75 000 | 144 487 | 75 000 | 48 618 CHF | 26 245 CHF | 100,00% | 100,00% |