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 | 0,38% | 2,69 CHF | 2,70 CHF | 75 000 | 75 000 | 76 414 | 76 414 | 200 625 CHF | 201 389 CHF | 100,00% | 100,00% |
25/09/2024 | 0,46% | 2,23 CHF | 2,24 CHF | 81 000 | 81 000 | 81 866 | 81 866 | 178 759 CHF | 179 578 CHF | 99,50% | 99,50% |
24/09/2024 | 0,47% | 2,10 CHF | 2,11 CHF | 83 000 | 83 000 | 83 000 | 83 000 | 174 855 CHF | 175 685 CHF | 99,46% | 99,46% |
23/09/2024 | 0,54% | 1,87 CHF | 1,88 CHF | 87 000 | 87 000 | 87 000 | 87 000 | 160 753 CHF | 161 623 CHF | 100,00% | 100,00% |
20/09/2024 | 0,52% | 1,88 CHF | 1,89 CHF | 87 000 | 87 000 | 85 948 | 85 948 | 163 850 CHF | 164 709 CHF | 100,00% | 100,00% |
19/09/2024 | 0,47% | 2,08 CHF | 2,09 CHF | 83 000 | 83 000 | 83 000 | 83 000 | 175 550 CHF | 176 380 CHF | 97,77% | 97,77% |
18/09/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 83 000 | 83 000 | 83 000 | 83 000 | 166 865 CHF | 167 695 CHF | 100,00% | 100,00% |
12/09/2024 | 0,48% | 2,06 CHF | 2,07 CHF | 83 000 | 83 000 | 82 689 | 82 689 | 171 968 CHF | 172 794 CHF | 100,00% | 100,00% |
11/09/2024 | 0,49% | 2,02 CHF | 2,03 CHF | 83 000 | 83 000 | 82 922 | 82 922 | 170 281 CHF | 171 111 CHF | 100,00% | 100,00% |
10/09/2024 | 0,49% | 2,01 CHF | 2,02 CHF | 83 000 | 83 000 | 82 853 | 82 853 | 168 758 CHF | 169 587 CHF | 100,00% | 100,00% |