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 | 0,52% | 1,92 CHF | 1,93 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 123 822 CHF | 124 467 CHF | 100,00% | 100,00% |
25/09/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 124 603 CHF | 125 248 CHF | 100,00% | 100,00% |
24/09/2024 | 0,54% | 1,90 CHF | 1,91 CHF | 65 000 | 65 000 | 64 392 | 64 391 | 120 377 CHF | 121 020 CHF | 100,00% | 100,00% |
23/09/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 65 000 | 65 000 | 64 391 | 64 390 | 121 029 CHF | 121 673 CHF | 100,00% | 100,00% |
20/09/2024 | 0,54% | 1,86 CHF | 1,87 CHF | 65 000 | 65 000 | 64 391 | 64 390 | 119 716 CHF | 120 360 CHF | 100,00% | 100,00% |
19/09/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 118 780 CHF | 119 425 CHF | 100,00% | 100,00% |
18/09/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 65 000 | 65 000 | 64 391 | 64 391 | 121 181 CHF | 121 825 CHF | 100,00% | 100,00% |
12/09/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 65 000 | 65 000 | 64 391 | 64 391 | 120 230 CHF | 120 874 CHF | 100,00% | 100,00% |
11/09/2024 | 0,54% | 1,88 CHF | 1,89 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 119 920 CHF | 120 564 CHF | 100,00% | 100,00% |
10/09/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 65 000 | 65 000 | 64 390 | 64 390 | 122 005 CHF | 122 649 CHF | 100,00% | 100,00% |