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 | 0,76% | 1,31 CHF | 1,32 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 57 491 CHF | 57 931 CHF | 100,00% | 100,00% |
25/09/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 57 039 CHF | 57 479 CHF | 100,00% | 100,00% |
24/09/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 57 063 CHF | 57 503 CHF | 99,78% | 99,78% |
23/09/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 44 000 | 44 000 | 44 020 | 44 020 | 56 205 CHF | 56 645 CHF | 99,95% | 99,95% |
20/09/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 44 000 | 44 000 | 44 862 | 44 862 | 55 575 CHF | 56 024 CHF | 99,91% | 99,91% |
19/09/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 44 000 | 44 000 | 44 000 | 44 000 | 56 177 CHF | 56 617 CHF | 98,20% | 98,20% |
18/09/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 44 000 | 44 000 | 44 097 | 44 097 | 56 361 CHF | 56 802 CHF | 99,97% | 99,97% |
12/09/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 46 000 | 46 000 | 46 347 | 46 347 | 52 294 CHF | 52 757 CHF | 100,00% | 100,00% |
11/09/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 46 000 | 46 000 | 46 467 | 46 467 | 51 964 CHF | 52 429 CHF | 100,00% | 100,00% |
10/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 46 000 | 46 000 | 46 136 | 46 136 | 52 306 CHF | 52 767 CHF | 100,00% | 100,00% |