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 | 0,74% | 1,37 CHF | 1,38 CHF | 90 000 | 90 000 | 89 973 | 89 973 | 121 804 CHF | 122 704 CHF | 100,00% | 100,00% |
25/09/2024 | 0,63% | 1,53 CHF | 1,54 CHF | 87 000 | 87 000 | 86 268 | 86 268 | 136 918 CHF | 137 781 CHF | 100,00% | 100,00% |
24/09/2024 | 0,59% | 1,67 CHF | 1,68 CHF | 84 000 | 84 000 | 84 050 | 84 050 | 142 334 CHF | 143 175 CHF | 100,00% | 100,00% |
23/09/2024 | 0,61% | 1,63 CHF | 1,64 CHF | 85 000 | 85 000 | 84 922 | 84 922 | 137 682 CHF | 138 532 CHF | 100,00% | 100,00% |
20/09/2024 | 0,62% | 1,61 CHF | 1,62 CHF | 85 000 | 85 000 | 85 002 | 85 002 | 137 223 CHF | 138 073 CHF | 100,00% | 100,00% |
19/09/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 85 000 | 85 000 | 84 673 | 84 673 | 139 530 CHF | 140 377 CHF | 98,10% | 98,10% |
18/09/2024 | 0,65% | 1,53 CHF | 1,54 CHF | 87 000 | 87 000 | 86 964 | 86 964 | 132 677 CHF | 133 546 CHF | 99,18% | 99,18% |
12/09/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 87 000 | 87 000 | 87 393 | 87 393 | 129 870 CHF | 130 744 CHF | 100,00% | 100,00% |
11/09/2024 | 0,70% | 1,42 CHF | 1,43 CHF | 89 000 | 89 000 | 88 978 | 88 978 | 126 615 CHF | 127 505 CHF | 100,00% | 100,00% |
10/09/2024 | 0,69% | 1,40 CHF | 1,41 CHF | 89 000 | 89 000 | 88 339 | 88 339 | 128 494 CHF | 129 378 CHF | 99,75% | 99,75% |