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 | 1,48% | 0,66 CHF | 0,67 CHF | 45 000 | 45 000 | 44 995 | 44 995 | 30 597 CHF | 31 047 CHF | 99,97% | 99,97% |
25/09/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 47 000 | 47 000 | 46 676 | 46 676 | 36 400 CHF | 36 868 CHF | 100,00% | 100,00% |
24/09/2024 | 1,32% | 0,76 CHF | 0,77 CHF | 47 000 | 47 000 | 46 383 | 46 383 | 35 291 CHF | 35 755 CHF | 99,99% | 99,99% |
23/09/2024 | 1,34% | 0,74 CHF | 0,75 CHF | 46 000 | 46 000 | 45 569 | 45 569 | 34 029 CHF | 34 485 CHF | 100,00% | 100,00% |
20/09/2024 | 1,30% | 0,79 CHF | 0,80 CHF | 47 000 | 47 000 | 45 606 | 45 606 | 35 292 CHF | 35 748 CHF | 100,00% | 100,00% |
19/09/2024 | 1,31% | 0,77 CHF | 0,78 CHF | 43 000 | 43 000 | 42 597 | 42 597 | 32 746 CHF | 33 172 CHF | 100,00% | 100,00% |
18/09/2024 | 1,29% | 0,80 CHF | 0,81 CHF | 46 000 | 46 000 | 45 057 | 45 057 | 35 085 CHF | 35 536 CHF | 100,00% | 100,00% |
12/09/2024 | 1,19% | 0,84 CHF | 0,85 CHF | 40 000 | 40 000 | 39 147 | 39 147 | 32 951 CHF | 33 343 CHF | 99,99% | 99,99% |
11/09/2024 | 1,18% | 0,89 CHF | 0,90 CHF | 42 000 | 42 000 | 41 695 | 41 695 | 35 583 CHF | 36 001 CHF | 99,96% | 99,96% |
10/09/2024 | 1,21% | 0,84 CHF | 0,85 CHF | 41 000 | 41 000 | 40 615 | 40 615 | 33 673 CHF | 34 080 CHF | 100,00% | 100,00% |