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 | 0,79% | 1,24 CHF | 1,25 CHF | 96 000 | 96 000 | 95 307 | 95 307 | 120 381 CHF | 121 334 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 118 937 CHF | 119 897 CHF | 99,43% | 99,43% |
24/09/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 115 784 CHF | 116 744 CHF | 99,46% | 99,46% |
23/09/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 96 000 | 96 000 | 96 014 | 96 014 | 116 191 CHF | 117 152 CHF | 100,00% | 100,00% |
20/09/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 98 000 | 98 000 | 96 270 | 96 270 | 114 465 CHF | 115 427 CHF | 100,00% | 100,00% |
19/09/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 96 000 | 96 000 | 96 000 | 96 000 | 116 250 CHF | 117 210 CHF | 97,77% | 97,77% |
18/09/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 98 000 | 98 000 | 97 878 | 97 878 | 112 088 CHF | 113 067 CHF | 100,00% | 100,00% |
12/09/2024 | 0,79% | 1,30 CHF | 1,31 CHF | 94 000 | 94 000 | 95 197 | 95 197 | 120 676 CHF | 121 628 CHF | 100,00% | 100,00% |
11/09/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 96 000 | 96 000 | 96 250 | 96 250 | 115 278 CHF | 116 241 CHF | 100,00% | 100,00% |
10/09/2024 | 0,85% | 1,19 CHF | 1,20 CHF | 96 000 | 96 000 | 97 392 | 97 392 | 114 647 CHF | 115 621 CHF | 100,00% | 100,00% |