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 | 5,09% | 0,23 CHF | 0,24 CHF | 50 000 | 50 000 | 48 315 | 48 315 | 11 254 CHF | 11 824 CHF | 99,11% | 99,11% |
25/09/2024 | 5,11% | 0,25 CHF | 0,26 CHF | 50 000 | 50 000 | 48 129 | 48 129 | 11 933 CHF | 12 541 CHF | 99,63% | 99,63% |
24/09/2024 | 4,38% | 0,25 CHF | 0,27 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 12 431 CHF | 12 986 CHF | 100,00% | 100,00% |
23/09/2024 | 3,96% | 0,28 CHF | 0,30 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 171 CHF | 14 742 CHF | 100,00% | 100,00% |
20/09/2024 | 3,56% | 0,30 CHF | 0,32 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 17 824 CHF | 18 467 CHF | 87,60% | 87,60% |
19/09/2024 | 4,22% | 0,27 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 274 CHF | 14 888 CHF | 99,42% | 99,42% |
18/09/2024 | 3,44% | 0,28 CHF | 0,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 14 325 CHF | 14 825 CHF | 97,27% | 97,27% |
12/09/2024 | 1,85% | 0,51 CHF | 0,52 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 905 CHF | 27 405 CHF | 98,34% | 98,34% |
11/09/2024 | 1,90% | 0,54 CHF | 0,55 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 27 850 CHF | 28 383 CHF | 99,03% | 99,03% |
10/09/2024 | 2,17% | 0,55 CHF | 0,56 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 26 508 CHF | 27 089 CHF | 100,00% | 100,00% |