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 | 1,09% | 0,88 CHF | 0,89 CHF | 871 800 | 871 800 | 871 800 | 871 800 | 796 524 CHF | 805 242 CHF | 100,00% | 100,00% |
25/09/2024 | 0,95% | 1,06 CHF | 1,07 CHF | 904 900 | 904 900 | 904 900 | 904 900 | 950 572 CHF | 959 621 CHF | 100,00% | 100,00% |
24/09/2024 | 0,98% | 1,02 CHF | 1,03 CHF | 802 800 | 802 800 | 802 800 | 802 800 | 814 452 CHF | 822 480 CHF | 100,00% | 100,00% |
23/09/2024 | 0,85% | 1,15 CHF | 1,16 CHF | 796 800 | 796 800 | 796 800 | 796 800 | 928 655 CHF | 936 623 CHF | 100,00% | 100,00% |
20/09/2024 | 0,91% | 1,14 CHF | 1,15 CHF | 907 500 | 907 500 | 907 500 | 907 500 | 992 986 CHF | 1 002 060 CHF | 100,00% | 100,00% |
19/09/2024 | 0,93% | 1,04 CHF | 1,05 CHF | 725 300 | 725 300 | 725 300 | 725 300 | 775 234 CHF | 782 487 CHF | 98,82% | 98,82% |
18/09/2024 | 0,82% | 1,24 CHF | 1,25 CHF | 763 200 | 763 200 | 763 200 | 763 200 | 930 222 CHF | 937 854 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 1,26 CHF | 1,27 CHF | 685 300 | 685 300 | 684 919 | 684 919 | 846 303 CHF | 853 156 CHF | 100,00% | 100,00% |
11/09/2024 | 0,79% | 1,28 CHF | 1,29 CHF | 694 800 | 694 800 | 694 800 | 694 800 | 881 170 CHF | 888 118 CHF | 99,74% | 99,74% |
10/09/2024 | 0,80% | 1,28 CHF | 1,29 CHF | 710 300 | 710 300 | 710 300 | 710 300 | 884 516 CHF | 891 619 CHF | 100,00% | 100,00% |