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 | 1,21% | 1,65 CHF | 1,67 CHF | 60 900 | 60 750 | 59 947 | 59 873 | 99 605 CHF | 100 681 CHF | 100,00% | 100,00% |
25/09/2024 | 1,23% | 1,62 CHF | 1,64 CHF | 61 900 | 60 750 | 60 939 | 60 178 | 99 610 CHF | 99 576 CHF | 100,00% | 100,00% |
24/09/2024 | 1,22% | 1,62 CHF | 1,64 CHF | 61 900 | 60 750 | 60 526 | 60 169 | 99 616 CHF | 100 238 CHF | 100,00% | 100,00% |
23/09/2024 | 1,19% | 1,67 CHF | 1,69 CHF | 60 000 | 60 000 | 59 150 | 59 150 | 99 510 CHF | 100 694 CHF | 100,00% | 100,00% |
20/09/2024 | 1,19% | 1,67 CHF | 1,69 CHF | 60 200 | 60 200 | 58 936 | 58 936 | 99 587 CHF | 100 767 CHF | 100,00% | 100,00% |
19/09/2024 | 1,18% | 1,73 CHF | 1,75 CHF | 58 200 | 58 200 | 58 304 | 58 304 | 99 612 CHF | 100 779 CHF | 100,00% | 100,00% |
18/09/2024 | 1,19% | 1,67 CHF | 1,69 CHF | 60 200 | 60 200 | 58 900 | 58 900 | 99 554 CHF | 100 734 CHF | 100,00% | 100,00% |
12/09/2024 | 1,16% | 1,71 CHF | 1,73 CHF | 58 900 | 58 900 | 57 230 | 57 230 | 99 474 CHF | 100 620 CHF | 100,00% | 100,00% |
11/09/2024 | 1,18% | 1,70 CHF | 1,72 CHF | 59 100 | 59 100 | 58 590 | 58 590 | 99 597 CHF | 100 770 CHF | 100,00% | 100,00% |
10/09/2024 | 1,15% | 1,72 CHF | 1,74 CHF | 58 600 | 58 600 | 57 146 | 57 146 | 99 479 CHF | 100 623 CHF | 99,93% | 99,93% |