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 | 0,83% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 101 628 | 101 628 | 122 421 CHF | 123 437 CHF | 100,00% | 100,00% |
25/09/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 102 000 | 102 000 | 101 850 | 101 850 | 121 940 CHF | 122 958 CHF | 100,00% | 100,00% |
24/09/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 102 000 | 102 000 | 102 543 | 102 543 | 120 259 CHF | 121 284 CHF | 100,00% | 100,00% |
23/09/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 103 000 | 103 000 | 103 000 | 103 000 | 118 485 CHF | 119 515 CHF | 100,00% | 100,00% |
20/09/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 105 000 | 105 000 | 104 817 | 104 817 | 118 444 CHF | 119 492 CHF | 100,00% | 100,00% |
19/09/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 105 000 | 105 000 | 104 959 | 104 959 | 118 647 CHF | 119 696 CHF | 98,10% | 98,10% |
18/09/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 105 000 | 105 000 | 105 768 | 105 768 | 117 483 CHF | 118 541 CHF | 99,18% | 99,18% |
12/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 105 000 | 105 000 | 104 987 | 104 987 | 118 329 CHF | 119 379 CHF | 100,00% | 100,00% |
11/09/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 107 000 | 107 000 | 106 512 | 106 512 | 117 928 CHF | 118 994 CHF | 100,00% | 100,00% |
10/09/2024 | 0,87% | 1,12 CHF | 1,13 CHF | 105 000 | 105 000 | 104 473 | 104 473 | 119 081 CHF | 120 126 CHF | 99,75% | 99,75% |