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 | 0,89% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 111 974 CHF | 112 974 CHF | 99,57% | 99,57% |
25/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 926 CHF | 113 926 CHF | 99,99% | 99,99% |
24/09/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 236 CHF | 114 236 CHF | 99,05% | 99,05% |
23/09/2024 | 0,90% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 975 CHF | 111 975 CHF | 99,99% | 99,99% |
20/09/2024 | 0,88% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 112 799 CHF | 113 799 CHF | 99,99% | 99,99% |
19/09/2024 | 1,03% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 97 568 | 97 568 | 111 618 CHF | 112 630 CHF | 98,77% | 98,77% |
18/09/2024 | 0,84% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 919 CHF | 118 919 CHF | 97,33% | 97,33% |
12/09/2024 | 0,94% | 1,09 CHF | 1,10 CHF | 100 000 | 100 000 | 99 576 | 99 576 | 108 553 CHF | 109 555 CHF | 99,78% | 99,78% |
11/09/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 99 552 | 99 552 | 115 676 CHF | 116 678 CHF | 98,14% | 98,14% |
10/09/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 115 828 CHF | 116 828 CHF | 99,99% | 99,99% |