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 | 0,58% | 1,72 CHF | 1,73 CHF | 280 000 | 280 000 | 276 881 | 276 881 | 475 792 CHF | 478 561 CHF | 100,00% | 100,00% |
25/09/2024 | 0,57% | 1,76 CHF | 1,77 CHF | 285 000 | 285 000 | 279 687 | 279 687 | 489 936 CHF | 492 733 CHF | 100,00% | 100,00% |
24/09/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 280 000 | 280 000 | 278 847 | 278 847 | 480 519 CHF | 483 307 CHF | 100,00% | 100,00% |
23/09/2024 | 0,56% | 1,77 CHF | 1,78 CHF | 285 000 | 285 000 | 287 306 | 287 306 | 513 030 CHF | 515 903 CHF | 100,00% | 100,00% |
20/09/2024 | 0,56% | 1,81 CHF | 1,82 CHF | 290 000 | 290 000 | 288 808 | 288 808 | 518 480 CHF | 521 368 CHF | 100,00% | 100,00% |
19/09/2024 | 0,58% | 1,74 CHF | 1,75 CHF | 280 000 | 280 000 | 278 603 | 278 603 | 480 547 CHF | 483 333 CHF | 98,11% | 98,11% |
18/09/2024 | 0,57% | 1,75 CHF | 1,76 CHF | 285 000 | 285 000 | 285 547 | 285 547 | 500 485 CHF | 503 340 CHF | 99,19% | 99,19% |
12/09/2024 | 0,55% | 1,81 CHF | 1,82 CHF | 295 000 | 295 000 | 293 808 | 293 808 | 530 858 CHF | 533 796 CHF | 100,00% | 100,00% |
11/09/2024 | 0,55% | 1,80 CHF | 1,81 CHF | 300 000 | 300 000 | 298 220 | 298 220 | 539 801 CHF | 542 785 CHF | 100,00% | 100,00% |
10/09/2024 | 0,55% | 1,82 CHF | 1,83 CHF | 300 000 | 300 000 | 296 790 | 296 790 | 535 510 CHF | 538 478 CHF | 98,93% | 98,93% |