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 | 1,54% | 0,64 CHF | 0,65 CHF | 66 600 | 66 600 | 66 382 | 66 382 | 42 679 CHF | 43 343 CHF | 100,00% | 100,00% |
25/09/2024 | 1,73% | 0,59 CHF | 0,60 CHF | 76 700 | 76 700 | 76 904 | 76 904 | 44 055 CHF | 44 824 CHF | 100,00% | 100,00% |
24/09/2024 | 1,89% | 0,52 CHF | 0,53 CHF | 80 900 | 80 900 | 80 464 | 80 464 | 42 305 CHF | 43 109 CHF | 100,00% | 100,00% |
23/09/2024 | 1,97% | 0,51 CHF | 0,52 CHF | 82 900 | 82 900 | 82 985 | 82 985 | 41 770 CHF | 42 600 CHF | 100,00% | 100,00% |
20/09/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 67 700 | 67 700 | 67 121 | 67 121 | 34 022 CHF | 34 693 CHF | 100,00% | 100,00% |
19/09/2024 | 1,64% | 0,61 CHF | 0,62 CHF | 79 900 | 79 900 | 79 895 | 79 895 | 48 565 CHF | 49 364 CHF | 98,19% | 98,19% |
18/09/2024 | 1,96% | 0,48 CHF | 0,49 CHF | 73 100 | 73 100 | 72 968 | 72 968 | 36 870 CHF | 37 600 CHF | 99,97% | 99,97% |
12/09/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 94 700 | 94 700 | 94 647 | 94 647 | 44 285 CHF | 45 232 CHF | 100,00% | 100,00% |
11/09/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 92 500 | 92 500 | 92 536 | 92 536 | 40 501 CHF | 41 427 CHF | 100,00% | 100,00% |
10/09/2024 | 2,18% | 0,44 CHF | 0,45 CHF | 92 200 | 92 200 | 91 741 | 91 741 | 41 811 CHF | 42 728 CHF | 99,97% | 99,97% |