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 | 5,78% | 0,16 CHF | 0,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 16 837 CHF | 17 837 CHF | 99,10% | 99,10% |
25/09/2024 | 5,15% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 915 CHF | 19 915 CHF | 99,57% | 99,57% |
24/09/2024 | 5,34% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 248 CHF | 19 248 CHF | 99,55% | 99,55% |
23/09/2024 | 4,73% | 0,20 CHF | 0,21 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 18 591 CHF | 19 491 CHF | 99,49% | 99,49% |
20/09/2024 | 4,77% | 0,22 CHF | 0,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 20 466 CHF | 21 466 CHF | 98,95% | 98,95% |
19/09/2024 | 5,31% | 0,19 CHF | 0,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 18 338 CHF | 19 338 CHF | 99,50% | 99,50% |
18/09/2024 | 4,82% | 0,20 CHF | 0,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 20 268 CHF | 21 268 CHF | 99,52% | 99,52% |
12/09/2024 | 3,99% | 0,26 CHF | 0,27 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 19 691 CHF | 20 491 CHF | 99,41% | 99,46% |
11/09/2024 | 3,86% | 0,25 CHF | 0,26 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 20 366 CHF | 21 166 CHF | 99,35% | 99,35% |
10/09/2024 | 4,91% | 0,24 CHF | 0,25 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 25 300 CHF | 26 550 CHF | 97,97% | 97,97% |