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 | 4,87% | 0,18 CHF | 0,19 CHF | 190 320 | 100 000 | 188 728 | 97 300 | 38 846 CHF | 21 001 CHF | 99,22% | 99,22% |
25/09/2024 | 5,26% | 0,19 CHF | 0,20 CHF | 189 728 | 100 000 | 190 351 | 100 000 | 35 283 CHF | 19 538 CHF | 93,36% | 93,36% |
24/09/2024 | 6,53% | 0,15 CHF | 0,16 CHF | 193 371 | 100 000 | 193 413 | 100 000 | 28 706 CHF | 15 843 CHF | 100,00% | 100,00% |
23/09/2024 | 8,69% | 0,11 CHF | 0,12 CHF | 196 511 | 100 000 | 197 678 | 100 000 | 21 827 CHF | 12 043 CHF | 100,00% | 100,00% |
20/09/2024 | 8,97% | 0,10 CHF | 0,11 CHF | 198 982 | 100 000 | 197 671 | 100 000 | 21 102 CHF | 11 676 CHF | 89,67% | 89,67% |
19/09/2024 | 8,16% | 0,12 CHF | 0,13 CHF | 196 685 | 100 000 | 196 184 | 100 000 | 23 209 CHF | 12 834 CHF | 99,35% | 99,35% |
18/09/2024 | 15,53% | 0,06 CHF | 0,07 CHF | 200 890 | 100 000 | 200 840 | 100 000 | 12 042 CHF | 6 997 CHF | 96,61% | 96,61% |
12/09/2024 | 15,61% | 0,05 CHF | 0,06 CHF | 204 625 | 100 000 | 203 278 | 100 000 | 12 238 CHF | 7 023 CHF | 98,41% | 98,41% |
11/09/2024 | 12,13% | 0,05 CHF | 0,06 CHF | 203 490 | 100 000 | 199 763 | 100 000 | 16 252 CHF | 9 151 CHF | 98,88% | 98,88% |
10/09/2024 | 8,27% | 0,10 CHF | 0,11 CHF | 198 547 | 100 000 | 196 669 | 100 000 | 22 953 CHF | 12 674 CHF | 100,00% | 100,00% |