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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0,87% | 2,34 CHF | 2,36 CHF | 46 000 | 46 000 | 46 002 | 46 002 | 104 766 CHF | 105 686 CHF | 100,00% | 100,00% |
24/09/2024 | 0,97% | 2,00 CHF | 2,02 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 98 044 CHF | 99 004 CHF | 100,00% | 100,00% |
23/09/2024 | 1,01% | 1,99 CHF | 2,01 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 94 942 CHF | 95 902 CHF | 100,00% | 100,00% |
20/09/2024 | 0,94% | 2,03 CHF | 2,05 CHF | 48 000 | 48 000 | 47 869 | 47 869 | 101 235 CHF | 102 192 CHF | 100,00% | 100,00% |
19/09/2024 | 0,91% | 2,19 CHF | 2,21 CHF | 46 000 | 46 000 | 46 143 | 46 143 | 100 774 CHF | 101 697 CHF | 98,10% | 98,10% |
18/09/2024 | 0,98% | 2,06 CHF | 2,08 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 97 810 CHF | 98 770 CHF | 99,18% | 99,18% |
12/09/2024 | 1,13% | 1,71 CHF | 1,73 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 87 822 CHF | 88 822 CHF | 100,00% | 100,00% |
11/09/2024 | 1,18% | 1,69 CHF | 1,71 CHF | 50 000 | 50 000 | 50 048 | 50 048 | 84 331 CHF | 85 333 CHF | 100,00% | 100,00% |
10/09/2024 | 1,17% | 1,68 CHF | 1,70 CHF | 50 000 | 50 000 | 50 233 | 50 233 | 85 680 CHF | 86 685 CHF | 100,00% | 100,00% |
09/09/2024 | 1,21% | 1,65 CHF | 1,67 CHF | 52 000 | 52 000 | 51 327 | 51 327 | 84 593 CHF | 85 620 CHF | 100,00% | 100,00% |