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 | 3,47% | 0,36 CHF | 0,38 CHF | 140 000 | 50 000 | 141 022 | 48 315 | 51 698 CHF | 18 363 CHF | 99,11% | 99,11% |
25/09/2024 | 3,29% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 127 632 | 48 128 | 48 896 CHF | 19 047 CHF | 99,61% | 99,61% |
24/09/2024 | 3,44% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 134 440 | 50 000 | 51 333 CHF | 19 789 CHF | 100,00% | 100,00% |
23/09/2024 | 2,78% | 0,42 CHF | 0,43 CHF | 120 000 | 50 000 | 124 975 | 50 000 | 52 168 CHF | 21 476 CHF | 100,00% | 100,00% |
20/09/2024 | 2,36% | 0,44 CHF | 0,45 CHF | 120 000 | 50 000 | 105 519 | 50 000 | 51 627 CHF | 25 137 CHF | 87,60% | 87,60% |
19/09/2024 | 2,56% | 0,41 CHF | 0,42 CHF | 130 000 | 50 000 | 122 629 | 50 000 | 51 594 CHF | 21 594 CHF | 99,42% | 99,42% |
18/09/2024 | 2,60% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 124 318 | 50 000 | 52 196 CHF | 21 565 CHF | 99,39% | 99,39% |
12/09/2024 | 1,48% | 0,65 CHF | 0,66 CHF | 80 000 | 50 000 | 79 870 | 50 000 | 53 681 CHF | 34 152 CHF | 98,34% | 98,34% |
11/09/2024 | 1,72% | 0,67 CHF | 0,69 CHF | 80 000 | 50 000 | 78 382 | 50 000 | 54 082 CHF | 35 133 CHF | 99,03% | 99,03% |
10/09/2024 | 1,92% | 0,68 CHF | 0,70 CHF | 80 000 | 50 000 | 80 000 | 50 000 | 53 172 CHF | 33 878 CHF | 100,00% | 100,00% |