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 | 1,86% | 0,53 CHF | 0,54 CHF | 165 000 | 165 000 | 160 041 | 160 041 | 85 196 CHF | 86 796 CHF | 100,00% | 100,00% |
25/09/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 173 000 | 173 000 | 168 389 | 168 389 | 99 188 CHF | 100 872 CHF | 100,00% | 100,00% |
24/09/2024 | 1,68% | 0,59 CHF | 0,60 CHF | 173 000 | 173 000 | 168 492 | 168 492 | 99 470 CHF | 101 155 CHF | 100,00% | 100,00% |
23/09/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 181 000 | 181 000 | 178 784 | 178 784 | 115 866 CHF | 117 654 CHF | 100,00% | 100,00% |
20/09/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 185 000 | 185 000 | 177 055 | 177 055 | 113 379 CHF | 115 150 CHF | 100,00% | 100,00% |
19/09/2024 | 1,63% | 0,62 CHF | 0,63 CHF | 181 000 | 181 000 | 173 441 | 173 441 | 105 426 CHF | 107 160 CHF | 97,87% | 97,87% |
18/09/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 185 000 | 185 000 | 181 520 | 181 520 | 117 375 CHF | 119 190 CHF | 99,19% | 99,19% |
12/09/2024 | 1,50% | 0,66 CHF | 0,67 CHF | 189 000 | 189 000 | 184 199 | 184 199 | 121 921 CHF | 123 763 CHF | 100,00% | 100,00% |
11/09/2024 | 1,48% | 0,68 CHF | 0,69 CHF | 197 000 | 197 000 | 188 536 | 188 536 | 127 026 CHF | 128 913 CHF | 100,00% | 100,00% |
10/09/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 197 000 | 197 000 | 188 404 | 188 404 | 126 850 CHF | 128 734 CHF | 99,75% | 99,75% |