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 | 1,15% | 1,57 CHF | 1,58 CHF | 83 000 | 83 000 | 37 306 | 37 306 | 58 201 CHF | 58 767 CHF | 100,00% | 100,00% |
25/09/2024 | 1,14% | 1,58 CHF | 1,59 CHF | 82 000 | 82 000 | 37 038 | 37 038 | 58 453 CHF | 59 015 CHF | 99,40% | 99,40% |
24/09/2024 | 1,13% | 1,59 CHF | 1,60 CHF | 82 000 | 82 000 | 36 966 | 36 966 | 58 537 CHF | 59 098 CHF | 99,46% | 99,46% |
23/09/2024 | 1,13% | 1,63 CHF | 1,64 CHF | 82 000 | 82 000 | 36 887 | 36 887 | 59 130 CHF | 59 690 CHF | 100,00% | 100,00% |
20/09/2024 | 1,17% | 1,54 CHF | 1,55 CHF | 83 000 | 83 000 | 37 347 | 37 347 | 56 997 CHF | 57 563 CHF | 100,00% | 100,00% |
19/09/2024 | 1,11% | 1,53 CHF | 1,54 CHF | 83 000 | 83 000 | 37 537 | 37 537 | 59 860 CHF | 60 427 CHF | 97,62% | 97,62% |
18/09/2024 | 1,11% | 1,64 CHF | 1,65 CHF | 82 000 | 82 000 | 37 011 | 37 011 | 59 948 CHF | 60 511 CHF | 100,00% | 100,00% |
12/09/2024 | 1,16% | 1,53 CHF | 1,54 CHF | 83 000 | 83 000 | 37 182 | 37 182 | 57 140 CHF | 57 704 CHF | 100,00% | 100,00% |
11/09/2024 | 1,14% | 1,51 CHF | 1,52 CHF | 83 000 | 83 000 | 37 179 | 37 179 | 57 412 CHF | 57 976 CHF | 99,89% | 99,89% |
10/09/2024 | 1,12% | 1,62 CHF | 1,63 CHF | 82 000 | 82 000 | 36 995 | 36 995 | 59 452 CHF | 60 014 CHF | 100,00% | 100,00% |