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 | 17,76% | 0,11 CHF | 0,13 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 581 CHF | 3 081 CHF | 99,48% | 99,48% |
25/09/2024 | 11,98% | 0,18 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 972 CHF | 4 472 CHF | 99,58% | 99,58% |
24/09/2024 | 16,17% | 0,12 CHF | 0,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 2 854 CHF | 3 354 CHF | 99,52% | 99,52% |
23/09/2024 | 8,33% | 0,19 CHF | 0,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 5 827 CHF | 6 327 CHF | 99,49% | 99,49% |
20/09/2024 | 7,51% | 0,28 CHF | 0,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 6 414 CHF | 6 914 CHF | 98,93% | 98,93% |
19/09/2024 | 14,57% | 0,16 CHF | 0,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 3 214 CHF | 3 714 CHF | 99,55% | 99,55% |
18/09/2024 | 9,90% | 0,18 CHF | 0,20 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 4 817 CHF | 5 317 CHF | 95,81% | 95,81% |
12/09/2024 | 5,61% | 0,37 CHF | 0,39 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 670 CHF | 9 170 CHF | 99,47% | 99,47% |
11/09/2024 | 5,41% | 0,34 CHF | 0,36 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 8 996 CHF | 9 496 CHF | 99,48% | 99,48% |
10/09/2024 | 5,53% | 0,42 CHF | 0,44 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 9 053 CHF | 9 553 CHF | 82,73% | 82,73% |