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 | 3,74% | 0,56 CHF | 0,58 CHF | 68 050 | 50 000 | 68 017 | 48 699 | 37 994 CHF | 28 258 CHF | 98,90% | 98,90% |
25/09/2024 | 3,78% | 0,51 CHF | 0,53 CHF | 68 768 | 50 000 | 68 569 | 50 000 | 35 611 CHF | 26 969 CHF | 99,55% | 99,55% |
24/09/2024 | 4,98% | 0,46 CHF | 0,49 CHF | 69 311 | 50 000 | 69 367 | 49 990 | 32 511 CHF | 24 628 CHF | 100,00% | 100,00% |
23/09/2024 | 3,88% | 0,52 CHF | 0,54 CHF | 68 545 | 50 000 | 68 965 | 50 000 | 35 046 CHF | 26 428 CHF | 100,00% | 100,00% |
20/09/2024 | 4,63% | 0,41 CHF | 0,43 CHF | 70 597 | 50 000 | 70 321 | 50 000 | 29 697 CHF | 22 116 CHF | 90,17% | 90,17% |
19/09/2024 | 5,62% | 0,41 CHF | 0,43 CHF | 70 448 | 50 000 | 70 350 | 50 000 | 28 723 CHF | 21 600 CHF | 95,92% | 95,92% |
18/09/2024 | 5,10% | 0,37 CHF | 0,39 CHF | 70 990 | 50 000 | 70 566 | 50 000 | 26 997 CHF | 20 131 CHF | 97,91% | 97,91% |
12/09/2024 | 4,65% | 0,43 CHF | 0,45 CHF | 70 553 | 50 000 | 70 797 | 50 000 | 29 784 CHF | 22 035 CHF | 97,95% | 97,95% |
11/09/2024 | 5,38% | 0,41 CHF | 0,44 CHF | 70 498 | 50 000 | 70 380 | 50 000 | 28 799 CHF | 21 590 CHF | 98,75% | 98,75% |
10/09/2024 | 4,22% | 0,43 CHF | 0,45 CHF | 70 198 | 50 000 | 69 572 | 50 000 | 32 367 CHF | 24 267 CHF | 100,00% | 100,00% |