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 | 0,69% | 1,50 CHF | 1,51 CHF | 57 800 | 57 800 | 58 242 | 58 242 | 84 682 CHF | 85 265 CHF | 100,00% | 100,00% |
25/09/2024 | 0,75% | 1,28 CHF | 1,29 CHF | 59 000 | 59 000 | 58 758 | 58 758 | 77 678 CHF | 78 266 CHF | 100,00% | 100,00% |
24/09/2024 | 0,74% | 1,33 CHF | 1,34 CHF | 60 400 | 60 400 | 60 062 | 60 062 | 81 262 CHF | 81 863 CHF | 100,00% | 100,00% |
23/09/2024 | 0,82% | 1,25 CHF | 1,26 CHF | 65 200 | 65 200 | 65 223 | 65 223 | 79 568 CHF | 80 221 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 1,17 CHF | 1,18 CHF | 60 300 | 60 300 | 59 022 | 59 022 | 73 300 CHF | 73 890 CHF | 99,99% | 99,99% |
19/09/2024 | 0,72% | 1,33 CHF | 1,34 CHF | 59 800 | 59 800 | 59 017 | 59 017 | 81 631 CHF | 82 221 CHF | 98,11% | 98,11% |
18/09/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 63 400 | 63 400 | 63 290 | 63 290 | 78 931 CHF | 79 564 CHF | 99,19% | 99,19% |
12/09/2024 | 0,93% | 1,03 CHF | 1,04 CHF | 72 400 | 72 400 | 71 580 | 71 580 | 76 465 CHF | 77 182 CHF | 100,00% | 100,00% |
11/09/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 72 800 | 72 800 | 73 518 | 73 518 | 74 475 CHF | 75 210 CHF | 100,00% | 100,00% |
10/09/2024 | 0,70% | 1,09 CHF | 1,10 CHF | 47 100 | 47 100 | 44 210 | 44 210 | 65 554 CHF | 65 996 CHF | 98,04% | 98,04% |