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 | 113 600 | 113 600 | 113 132 | 113 132 | 209 861 CHF | 210 993 CHF | 100,00% | 100,00% |
25/09/2024 | 0,60% | 1,68 CHF | 1,69 CHF | 120 700 | 120 700 | 120 201 | 120 201 | 200 726 CHF | 201 928 CHF | 99,42% | 99,42% |
24/09/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 126 400 | 126 400 | 125 877 | 125 877 | 208 260 CHF | 209 518 CHF | 99,47% | 99,47% |
23/09/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 124 600 | 124 600 | 124 086 | 124 086 | 195 676 CHF | 196 917 CHF | 100,00% | 100,00% |
20/09/2024 | 0,59% | 1,61 CHF | 1,62 CHF | 107 500 | 107 500 | 106 196 | 106 196 | 180 544 CHF | 181 606 CHF | 100,00% | 100,00% |
19/09/2024 | 0,52% | 1,92 CHF | 1,93 CHF | 100 200 | 100 200 | 99 777 | 99 777 | 192 436 CHF | 193 434 CHF | 97,77% | 97,77% |
18/09/2024 | 0,51% | 1,97 CHF | 1,98 CHF | 100 800 | 100 800 | 100 384 | 100 384 | 196 208 CHF | 197 212 CHF | 100,00% | 100,00% |
12/09/2024 | 0,49% | 2,05 CHF | 2,06 CHF | 104 600 | 104 600 | 104 099 | 104 099 | 212 979 CHF | 214 020 CHF | 100,00% | 100,00% |
11/09/2024 | 0,54% | 1,85 CHF | 1,86 CHF | 105 500 | 105 500 | 106 982 | 106 982 | 197 651 CHF | 198 721 CHF | 99,99% | 99,99% |
10/09/2024 | 0,52% | 1,85 CHF | 1,86 CHF | 106 400 | 106 400 | 106 224 | 106 224 | 202 974 CHF | 204 036 CHF | 100,00% | 100,00% |