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 | 5,49% | 0,54 CHF | 0,57 CHF | 60 000 | 60 000 | 59 976 | 59 976 | 31 922 CHF | 33 722 CHF | 99,40% | 99,40% |
25/09/2024 | 8,70% | 0,34 CHF | 0,37 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 19 815 CHF | 21 615 CHF | 100,00% | 100,00% |
24/09/2024 | 8,80% | 0,31 CHF | 0,34 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 19 640 CHF | 21 440 CHF | 100,00% | 100,00% |
23/09/2024 | 7,98% | 0,37 CHF | 0,40 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 680 CHF | 23 480 CHF | 99,77% | 99,77% |
20/09/2024 | 8,08% | 0,35 CHF | 0,38 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 21 406 CHF | 23 206 CHF | 97,16% | 97,16% |
19/09/2024 | 10,62% | 0,29 CHF | 0,32 CHF | 60 000 | 60 000 | 59 914 | 59 914 | 16 128 CHF | 17 920 CHF | 98,92% | 98,92% |
18/09/2024 | 16,22% | 0,16 CHF | 0,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 9 524 CHF | 11 204 CHF | 100,00% | 100,00% |
12/09/2024 | 13,89% | 0,20 CHF | 0,23 CHF | 60 000 | 60 000 | 59 766 | 59 766 | 11 306 CHF | 12 986 CHF | 99,83% | 99,83% |
11/09/2024 | 17,79% | 0,13 CHF | 0,16 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 8 666 CHF | 10 346 CHF | 99,74% | 99,74% |
10/09/2024 | 15,49% | 0,15 CHF | 0,18 CHF | 60 000 | 60 000 | 60 000 | 60 000 | 10 027 CHF | 11 707 CHF | 100,00% | 100,00% |