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 | 0,63% | 1,59 CHF | 1,60 CHF | 51 000 | 51 000 | 50 521 | 50 521 | 80 765 CHF | 81 271 CHF | 100,00% | 100,00% |
25/09/2024 | 0,63% | 1,61 CHF | 1,62 CHF | 51 000 | 51 000 | 50 522 | 50 522 | 81 300 CHF | 81 806 CHF | 100,00% | 100,00% |
24/09/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 51 000 | 51 000 | 50 522 | 50 522 | 78 255 CHF | 78 761 CHF | 100,00% | 100,00% |
23/09/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 51 000 | 51 000 | 50 522 | 50 522 | 78 769 CHF | 79 275 CHF | 100,00% | 100,00% |
20/09/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 52 000 | 52 000 | 50 891 | 50 891 | 78 326 CHF | 78 836 CHF | 100,00% | 100,00% |
19/09/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 52 000 | 52 000 | 51 039 | 51 039 | 77 640 CHF | 78 151 CHF | 100,00% | 100,00% |
18/09/2024 | 0,65% | 1,55 CHF | 1,56 CHF | 51 000 | 51 000 | 50 521 | 50 521 | 78 673 CHF | 79 179 CHF | 100,00% | 100,00% |
12/09/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 51 000 | 51 000 | 50 521 | 50 521 | 78 160 CHF | 78 666 CHF | 100,00% | 100,00% |
11/09/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 51 000 | 51 000 | 50 522 | 50 522 | 77 772 CHF | 78 277 CHF | 100,00% | 100,00% |
10/09/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 51 000 | 51 000 | 50 401 | 50 401 | 79 155 CHF | 79 660 CHF | 99,89% | 99,89% |