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 | 6,48% | 0,18 CHF | 0,19 CHF | 190 252 | 100 000 | 188 752 | 97 300 | 29 391 CHF | 16 168 CHF | 99,22% | 99,22% |
25/09/2024 | 5,54% | 0,17 CHF | 0,18 CHF | 189 631 | 100 000 | 190 357 | 100 000 | 33 487 CHF | 18 590 CHF | 93,32% | 93,32% |
24/09/2024 | 4,60% | 0,21 CHF | 0,22 CHF | 193 270 | 100 000 | 193 537 | 100 000 | 41 146 CHF | 22 259 CHF | 100,00% | 100,00% |
23/09/2024 | 3,92% | 0,25 CHF | 0,26 CHF | 196 454 | 100 000 | 197 441 | 100 000 | 49 419 CHF | 26 031 CHF | 100,00% | 100,00% |
20/09/2024 | 3,84% | 0,26 CHF | 0,27 CHF | 198 854 | 100 000 | 197 546 | 100 000 | 50 486 CHF | 26 557 CHF | 89,67% | 89,67% |
19/09/2024 | 4,04% | 0,24 CHF | 0,25 CHF | 196 490 | 100 000 | 196 055 | 100 000 | 47 582 CHF | 25 266 CHF | 99,34% | 99,34% |
18/09/2024 | 3,25% | 0,30 CHF | 0,31 CHF | 170 000 | 100 000 | 170 487 | 100 000 | 51 618 CHF | 31 281 CHF | 96,61% | 96,61% |
12/09/2024 | 3,25% | 0,32 CHF | 0,33 CHF | 160 000 | 100 000 | 171 835 | 100 000 | 51 992 CHF | 31 289 CHF | 98,39% | 98,39% |
11/09/2024 | 3,45% | 0,31 CHF | 0,32 CHF | 170 000 | 100 000 | 179 450 | 100 000 | 51 082 CHF | 29 556 CHF | 98,88% | 98,88% |
10/09/2024 | 3,93% | 0,27 CHF | 0,28 CHF | 190 000 | 100 000 | 195 304 | 100 000 | 48 754 CHF | 25 971 CHF | 100,00% | 100,00% |