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 | 0,59% | 1,80 CHF | 1,81 CHF | 55 000 | 55 000 | 29 973 | 29 973 | 53 143 CHF | 53 448 CHF | 100,00% | 100,00% |
25/09/2024 | 0,61% | 1,72 CHF | 1,73 CHF | 55 000 | 55 000 | 31 869 | 31 869 | 53 869 CHF | 54 189 CHF | 99,69% | 99,69% |
24/09/2024 | 0,61% | 1,68 CHF | 1,69 CHF | 60 000 | 60 000 | 32 947 | 32 947 | 55 010 CHF | 55 340 CHF | 100,00% | 100,00% |
23/09/2024 | 0,60% | 1,71 CHF | 1,72 CHF | 55 000 | 55 000 | 32 086 | 32 086 | 54 214 CHF | 54 536 CHF | 99,88% | 99,88% |
20/09/2024 | 0,60% | 1,69 CHF | 1,70 CHF | 60 000 | 60 000 | 31 817 | 31 817 | 54 070 CHF | 54 389 CHF | 99,05% | 99,05% |
19/09/2024 | 0,60% | 1,66 CHF | 1,67 CHF | 60 000 | 60 000 | 31 763 | 31 763 | 53 874 CHF | 54 193 CHF | 98,02% | 98,02% |
18/09/2024 | 0,77% | 1,65 CHF | 1,66 CHF | 60 000 | 60 000 | 29 901 | 29 901 | 50 385 CHF | 50 691 CHF | 99,19% | 99,19% |
12/09/2024 | 0,63% | 1,74 CHF | 1,75 CHF | 55 000 | 55 000 | 32 022 | 32 022 | 52 836 CHF | 53 157 CHF | 99,99% | 99,99% |
11/09/2024 | 0,65% | 1,56 CHF | 1,57 CHF | 60 000 | 60 000 | 32 865 | 32 865 | 50 993 CHF | 51 322 CHF | 99,90% | 99,90% |
10/09/2024 | 0,68% | 1,52 CHF | 1,53 CHF | 60 000 | 60 000 | 33 091 | 33 091 | 49 786 CHF | 50 118 CHF | 99,75% | 99,75% |