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 | 0.62% | 1.65 CHF | 1.66 CHF | 80'000 | 80'000 | 36'005 | 36'005 | 59'026 CHF | 59'387 CHF | 99.90% | 99.90% |
24.09.2024 | 0.62% | 1.64 CHF | 1.65 CHF | 81'000 | 81'000 | 36'072 | 36'072 | 58'636 CHF | 58'998 CHF | 99.75% | 99.75% |
23.09.2024 | 0.64% | 1.61 CHF | 1.62 CHF | 81'000 | 81'000 | 36'645 | 36'645 | 58'329 CHF | 58'696 CHF | 99.95% | 99.95% |
20.09.2024 | 0.67% | 1.55 CHF | 1.56 CHF | 82'000 | 82'000 | 36'928 | 36'928 | 56'580 CHF | 56'950 CHF | 99.91% | 99.91% |
19.09.2024 | 0.65% | 1.48 CHF | 1.49 CHF | 84'000 | 84'000 | 37'542 | 37'542 | 57'872 CHF | 58'248 CHF | 98.03% | 98.03% |
18.09.2024 | 0.67% | 1.52 CHF | 1.53 CHF | 83'000 | 83'000 | 37'348 | 37'348 | 56'814 CHF | 57'189 CHF | 99.97% | 99.97% |
12.09.2024 | 0.69% | 1.47 CHF | 1.48 CHF | 84'000 | 84'000 | 37'680 | 37'680 | 55'226 CHF | 55'604 CHF | 100.00% | 100.00% |
11.09.2024 | 0.74% | 1.38 CHF | 1.39 CHF | 86'000 | 86'000 | 39'016 | 39'016 | 53'587 CHF | 53'978 CHF | 99.88% | 99.88% |
10.09.2024 | 0.75% | 1.36 CHF | 1.37 CHF | 87'000 | 87'000 | 39'105 | 39'105 | 53'152 CHF | 53'544 CHF | 100.00% | 100.00% |
09.09.2024 | 0.77% | 1.35 CHF | 1.36 CHF | 87'000 | 87'000 | 39'287 | 39'287 | 52'133 CHF | 52'527 CHF | 99.90% | 99.90% |