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% | 1,46 CHF | 1,47 CHF | 50 000 | 50 000 | 48 792 | 48 792 | 70 628 CHF | 71 116 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 52 000 | 52 000 | 50 646 | 50 646 | 62 975 CHF | 63 481 CHF | 100,00% | 100,00% |
24/09/2024 | 0,82% | 1,23 CHF | 1,24 CHF | 52 000 | 52 000 | 50 830 | 50 830 | 61 505 CHF | 62 014 CHF | 100,00% | 100,00% |
23/09/2024 | 1,11% | 0,95 CHF | 0,96 CHF | 55 000 | 55 000 | 54 233 | 54 233 | 48 557 CHF | 49 099 CHF | 100,00% | 100,00% |
20/09/2024 | 1,01% | 0,94 CHF | 0,95 CHF | 55 000 | 55 000 | 53 568 | 53 568 | 52 571 CHF | 53 106 CHF | 100,00% | 100,00% |
19/09/2024 | 0,94% | 1,04 CHF | 1,05 CHF | 54 000 | 54 000 | 52 739 | 52 739 | 56 080 CHF | 56 607 CHF | 98,10% | 98,10% |
18/09/2024 | 1,14% | 0,88 CHF | 0,89 CHF | 56 000 | 56 000 | 55 154 | 55 154 | 47 989 CHF | 48 541 CHF | 99,18% | 99,18% |
12/09/2024 | 1,17% | 0,84 CHF | 0,85 CHF | 57 000 | 57 000 | 55 515 | 55 515 | 47 036 CHF | 47 591 CHF | 99,99% | 99,99% |
11/09/2024 | 1,37% | 0,74 CHF | 0,75 CHF | 58 000 | 58 000 | 57 055 | 57 055 | 41 471 CHF | 42 042 CHF | 100,00% | 100,00% |
10/09/2024 | 1,52% | 0,65 CHF | 0,66 CHF | 59 000 | 59 000 | 57 661 | 57 661 | 37 679 CHF | 38 256 CHF | 99,75% | 99,75% |