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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11/09/2024 | 3,52% | 0,27 CHF | 0,28 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 41 830 CHF | 14 443 CHF | 98,75% | 98,75% |
10/09/2024 | 3,63% | 0,27 CHF | 0,28 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 40 599 CHF | 14 033 CHF | 100,00% | 100,00% |
09/09/2024 | 3,71% | 0,25 CHF | 0,26 CHF | 150 000 | 50 000 | 150 000 | 50 000 | 39 684 CHF | 13 728 CHF | 100,00% | 100,00% |
06/09/2024 | 3,89% | 0,25 CHF | 0,26 CHF | 150 000 | 50 000 | 145 888 | 48 641 | 41 591 CHF | 14 381 CHF | 72,65% | 72,65% |
05/09/2024 | 3,71% | 0,29 CHF | 0,30 CHF | 150 000 | 50 000 | 148 666 | 49 555 | 42 731 CHF | 14 774 CHF | 98,99% | 98,99% |
04/09/2024 | 3,14% | 0,35 CHF | 0,36 CHF | 150 000 | 50 000 | 149 896 | 49 974 | 50 100 CHF | 17 236 CHF | 99,99% | 99,99% |
03/09/2024 | 2,32% | 0,40 CHF | 0,42 CHF | 130 000 | 50 000 | 112 129 | 50 000 | 51 874 CHF | 23 752 CHF | 100,00% | 100,00% |
30/08/2024 | 2,31% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 108 471 | 50 000 | 51 761 CHF | 24 436 CHF | 99,49% | 99,49% |
29/08/2024 | 2,39% | 0,50 CHF | 0,51 CHF | 100 000 | 50 000 | 110 056 | 49 454 | 51 890 CHF | 23 923 CHF | 99,10% | 99,10% |
28/08/2024 | 2,45% | 0,43 CHF | 0,44 CHF | 120 000 | 50 000 | 120 106 | 50 000 | 52 246 CHF | 22 291 CHF | 100,00% | 100,00% |