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 | 4,12% | 0,30 CHF | 0,31 CHF | 174 078 | 50 000 | 170 724 | 48 790 | 51 195 CHF | 15 258 CHF | 80,47% | 80,47% |
25/09/2024 | 3,87% | 0,30 CHF | 0,31 CHF | 173 993 | 50 000 | 170 386 | 50 000 | 50 795 CHF | 15 527 CHF | 73,68% | 73,68% |
24/09/2024 | 3,12% | 0,36 CHF | 0,37 CHF | 140 000 | 50 000 | 138 116 | 50 000 | 51 731 CHF | 19 337 CHF | 100,00% | 100,00% |
23/09/2024 | 3,16% | 0,38 CHF | 0,39 CHF | 140 000 | 50 000 | 133 257 | 50 000 | 52 392 CHF | 20 307 CHF | 99,70% | 99,70% |
20/09/2024 | 2,87% | 0,39 CHF | 0,40 CHF | 130 000 | 50 000 | 131 235 | 50 000 | 51 841 CHF | 20 349 CHF | 90,17% | 90,17% |
19/09/2024 | 2,90% | 0,45 CHF | 0,47 CHF | 120 000 | 50 000 | 125 161 | 50 000 | 52 171 CHF | 21 475 CHF | 99,39% | 99,39% |
18/09/2024 | 3,05% | 0,39 CHF | 0,41 CHF | 130 000 | 50 000 | 131 537 | 50 000 | 51 896 CHF | 20 347 CHF | 99,33% | 99,33% |
12/09/2024 | 2,77% | 0,41 CHF | 0,43 CHF | 130 000 | 50 000 | 120 685 | 50 000 | 51 203 CHF | 21 813 CHF | 97,95% | 97,95% |
11/09/2024 | 2,42% | 0,46 CHF | 0,47 CHF | 110 000 | 50 000 | 109 967 | 50 000 | 51 964 CHF | 24 205 CHF | 98,75% | 98,75% |
10/09/2024 | 3,04% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 121 093 | 50 000 | 51 289 CHF | 21 837 CHF | 100,00% | 100,00% |