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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 5,10% | 0,19 CHF | 0,20 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 15 275 CHF | 16 075 CHF | 100,00% | 100,00% |
24/09/2024 | 4,68% | 0,20 CHF | 0,21 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 14 609 CHF | 15 309 CHF | 100,00% | 100,00% |
23/09/2024 | 4,54% | 0,21 CHF | 0,22 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 15 080 CHF | 15 780 CHF | 100,00% | 100,00% |
20/09/2024 | 4,54% | 0,21 CHF | 0,22 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 15 085 CHF | 15 785 CHF | 100,00% | 100,00% |
19/09/2024 | 4,43% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 76 699 | 76 699 | 16 938 CHF | 17 705 CHF | 100,00% | 100,00% |
18/09/2024 | 4,54% | 0,22 CHF | 0,23 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 19 385 CHF | 20 285 CHF | 100,00% | 100,00% |
12/09/2024 | 4,36% | 0,22 CHF | 0,23 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 17 944 CHF | 18 744 CHF | 100,00% | 100,00% |
11/09/2024 | 4,09% | 0,24 CHF | 0,25 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 19 174 CHF | 19 974 CHF | 100,00% | 100,00% |
10/09/2024 | 4,37% | 0,23 CHF | 0,24 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 17 927 CHF | 18 727 CHF | 100,00% | 100,00% |
09/09/2024 | 4,23% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 70 000 | 70 000 | 16 221 CHF | 16 921 CHF | 100,00% | 100,00% |