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 | 1,11% | 0,91 CHF | 0,92 CHF | 465 000 | 465 000 | 208 343 | 208 343 | 190 612 CHF | 192 702 CHF | 100,00% | 100,00% |
25/09/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 470 000 | 470 000 | 210 218 | 210 218 | 195 489 CHF | 197 595 CHF | 99,90% | 99,90% |
24/09/2024 | 1,08% | 0,93 CHF | 0,94 CHF | 475 000 | 475 000 | 212 274 | 212 274 | 199 609 CHF | 201 736 CHF | 100,00% | 100,00% |
23/09/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 475 000 | 475 000 | 211 046 | 211 046 | 198 048 CHF | 200 163 CHF | 99,89% | 99,89% |
20/09/2024 | 1,08% | 0,95 CHF | 0,96 CHF | 475 000 | 475 000 | 211 696 | 211 696 | 198 591 CHF | 200 712 CHF | 100,00% | 100,00% |
19/09/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 470 000 | 470 000 | 211 004 | 211 004 | 192 682 CHF | 194 798 CHF | 98,04% | 98,04% |
18/09/2024 | 1,09% | 0,93 CHF | 0,94 CHF | 475 000 | 475 000 | 213 268 | 213 268 | 199 137 CHF | 201 274 CHF | 99,19% | 99,19% |
12/09/2024 | 0,99% | 1,01 CHF | 1,02 CHF | 495 000 | 495 000 | 221 683 | 221 683 | 226 353 CHF | 228 574 CHF | 100,00% | 100,00% |
11/09/2024 | 0,99% | 1,05 CHF | 1,06 CHF | 500 000 | 500 000 | 223 525 | 223 525 | 230 613 CHF | 232 853 CHF | 99,90% | 99,90% |
10/09/2024 | 1,00% | 1,01 CHF | 1,02 CHF | 500 000 | 500 000 | 223 663 | 223 663 | 227 821 CHF | 230 062 CHF | 100,00% | 100,00% |