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 | 0,53% | 1,89 CHF | 1,90 CHF | 45 300 | 45 300 | 44 206 | 44 206 | 83 209 CHF | 83 651 CHF | 100,00% | 100,00% |
25/09/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 47 800 | 47 800 | 46 555 | 46 555 | 76 750 CHF | 77 216 CHF | 100,00% | 100,00% |
24/09/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 54 000 | 54 000 | 52 798 | 52 798 | 85 002 CHF | 85 530 CHF | 100,00% | 100,00% |
23/09/2024 | 0,77% | 1,35 CHF | 1,36 CHF | 58 000 | 58 000 | 57 221 | 57 221 | 74 190 CHF | 74 762 CHF | 100,00% | 100,00% |
20/09/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 54 100 | 54 100 | 52 692 | 52 692 | 72 866 CHF | 73 393 CHF | 100,00% | 100,00% |
19/09/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 57 800 | 57 800 | 56 454 | 56 454 | 82 749 CHF | 83 313 CHF | 98,11% | 98,11% |
18/09/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 59 000 | 59 000 | 58 076 | 58 076 | 74 026 CHF | 74 606 CHF | 99,19% | 99,19% |
12/09/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 66 100 | 66 100 | 64 334 | 64 334 | 80 386 CHF | 81 029 CHF | 100,00% | 100,00% |
11/09/2024 | 0,87% | 1,15 CHF | 1,16 CHF | 70 200 | 70 200 | 69 083 | 69 083 | 78 637 CHF | 79 328 CHF | 100,00% | 100,00% |
10/09/2024 | 0,92% | 1,07 CHF | 1,08 CHF | 70 700 | 70 700 | 69 076 | 69 076 | 74 373 CHF | 75 064 CHF | 99,75% | 99,75% |