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 | 0,54% | 1,86 CHF | 1,87 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 148 289 CHF | 149 089 CHF | 100,00% | 100,00% |
25/09/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 151 959 CHF | 152 759 CHF | 100,00% | 100,00% |
24/09/2024 | 0,52% | 1,91 CHF | 1,92 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 152 625 CHF | 153 425 CHF | 100,00% | 100,00% |
23/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 80 000 | 80 000 | 79 766 | 79 766 | 153 800 CHF | 154 598 CHF | 100,00% | 100,00% |
20/09/2024 | 0,51% | 1,94 CHF | 1,95 CHF | 76 000 | 76 000 | 76 833 | 76 833 | 149 405 CHF | 150 173 CHF | 100,00% | 100,00% |
19/09/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 80 000 | 80 000 | 79 763 | 79 763 | 153 333 CHF | 154 130 CHF | 98,19% | 98,19% |
18/09/2024 | 0,52% | 1,94 CHF | 1,95 CHF | 76 000 | 76 000 | 79 502 | 79 502 | 153 582 CHF | 154 377 CHF | 99,97% | 99,97% |
12/09/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 152 454 CHF | 153 254 CHF | 100,00% | 100,00% |
11/09/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 80 000 | 80 000 | 79 932 | 79 932 | 151 625 CHF | 152 425 CHF | 100,00% | 100,00% |
10/09/2024 | 0,53% | 1,90 CHF | 1,91 CHF | 80 000 | 80 000 | 80 000 | 80 000 | 151 821 CHF | 152 621 CHF | 99,98% | 99,98% |