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 | 0,66% | 1,55 CHF | 1,56 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 153 CHF | 113 903 CHF | 99,51% | 99,51% |
24/09/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 573 CHF | 108 323 CHF | 100,00% | 100,00% |
23/09/2024 | 0,70% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 106 964 CHF | 107 714 CHF | 100,00% | 100,00% |
20/09/2024 | 0,69% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 107 707 CHF | 108 457 CHF | 89,67% | 89,67% |
19/09/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 460 CHF | 113 210 CHF | 99,31% | 99,31% |
18/09/2024 | 0,72% | 1,40 CHF | 1,41 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 104 366 CHF | 105 116 CHF | 98,86% | 98,86% |
12/09/2024 | 0,76% | 1,29 CHF | 1,30 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 702 CHF | 98 452 CHF | 98,41% | 98,41% |
11/09/2024 | 0,80% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 056 CHF | 93 806 CHF | 98,88% | 98,88% |
10/09/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 322 CHF | 92 072 CHF | 100,00% | 100,00% |
09/09/2024 | 0,84% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 88 919 CHF | 89 669 CHF | 100,00% | 100,00% |