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 | 1,24% | 1,50 CHF | 1,52 CHF | 93 300 | 93 300 | 93 300 | 93 300 | 149 691 CHF | 151 557 CHF | 100,00% | 100,00% |
24/09/2024 | 1,19% | 1,62 CHF | 1,64 CHF | 99 500 | 99 500 | 99 500 | 99 500 | 166 206 CHF | 168 196 CHF | 100,00% | 100,00% |
23/09/2024 | 1,26% | 1,48 CHF | 1,50 CHF | 78 800 | 78 800 | 78 800 | 78 800 | 124 351 CHF | 125 927 CHF | 100,00% | 100,00% |
20/09/2024 | 0,99% | 1,95 CHF | 1,97 CHF | 77 800 | 77 800 | 77 800 | 77 800 | 156 580 CHF | 158 136 CHF | 100,00% | 100,00% |
19/09/2024 | 1,07% | 1,92 CHF | 1,94 CHF | 90 000 | 90 000 | 90 000 | 90 000 | 166 673 CHF | 168 473 CHF | 99,12% | 99,12% |
18/09/2024 | 1,17% | 1,67 CHF | 1,69 CHF | 90 800 | 90 800 | 90 800 | 90 800 | 154 977 CHF | 156 793 CHF | 100,00% | 100,00% |
12/09/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 130 200 | 130 200 | 130 128 | 130 128 | 172 299 CHF | 173 601 CHF | 99,99% | 99,99% |
11/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 134 000 | 134 000 | 134 000 | 134 000 | 152 780 CHF | 154 120 CHF | 100,00% | 100,00% |
10/09/2024 | 1,60% | 1,08 CHF | 1,10 CHF | 111 500 | 111 500 | 111 500 | 111 500 | 138 937 CHF | 141 167 CHF | 100,00% | 100,00% |
09/09/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 125 500 | 125 500 | 125 500 | 125 500 | 165 759 CHF | 167 014 CHF | 100,00% | 100,00% |