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 | 0,70% | 1,41 CHF | 1,42 CHF | 35 000 | 35 000 | 35 470 | 35 470 | 50 564 CHF | 50 919 CHF | 100,00% | 100,00% |
25/09/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 36 000 | 36 000 | 36 071 | 36 071 | 52 958 CHF | 53 319 CHF | 99,50% | 99,50% |
24/09/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 36 000 | 36 000 | 35 670 | 35 670 | 51 374 CHF | 51 731 CHF | 99,45% | 99,45% |
23/09/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 36 000 | 36 000 | 36 015 | 36 015 | 52 919 CHF | 53 279 CHF | 100,00% | 100,00% |
20/09/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 48 951 CHF | 49 301 CHF | 100,00% | 100,00% |
19/09/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 47 888 CHF | 48 238 CHF | 97,77% | 97,77% |
18/09/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 36 000 | 36 000 | 36 000 | 36 000 | 52 617 CHF | 52 977 CHF | 100,00% | 100,00% |
12/09/2024 | 0,63% | 1,57 CHF | 1,58 CHF | 37 000 | 37 000 | 37 191 | 37 191 | 58 437 CHF | 58 808 CHF | 100,00% | 100,00% |
11/09/2024 | 0,63% | 1,58 CHF | 1,59 CHF | 37 000 | 37 000 | 37 319 | 37 319 | 58 820 CHF | 59 193 CHF | 100,00% | 100,00% |
10/09/2024 | 0,65% | 1,57 CHF | 1,58 CHF | 37 000 | 37 000 | 36 875 | 36 875 | 56 581 CHF | 56 950 CHF | 100,00% | 100,00% |