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 | 1,07% | 0,91 CHF | 0,92 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 918 CHF | 93 918 CHF | 96,52% | 96,52% |
25/09/2024 | 1,11% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 89 467 CHF | 90 467 CHF | 99,07% | 99,07% |
24/09/2024 | 1,06% | 0,92 CHF | 0,93 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 93 829 CHF | 94 829 CHF | 99,74% | 99,74% |
23/09/2024 | 1,04% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 96 004 CHF | 97 004 CHF | 100,00% | 100,00% |
20/09/2024 | 1,08% | 0,94 CHF | 0,95 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 089 CHF | 93 089 CHF | 98,28% | 98,28% |
19/09/2024 | 1,07% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 92 909 CHF | 93 909 CHF | 100,00% | 100,00% |
18/09/2024 | 1,05% | 0,95 CHF | 0,96 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 94 336 CHF | 95 336 CHF | 100,00% | 100,00% |
12/09/2024 | 0,95% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 104 592 CHF | 105 592 CHF | 100,00% | 100,00% |
11/09/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 765 CHF | 103 765 CHF | 100,00% | 100,00% |
10/09/2024 | 0,97% | 1,04 CHF | 1,05 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 102 969 CHF | 103 969 CHF | 98,77% | 98,77% |