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 | 0,71% | 1,43 CHF | 1,44 CHF | 60 000 | 60 000 | 44 346 | 36 519 | 62 307 CHF | 51 681 CHF | 99,68% | 99,68% |
25/09/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 60 000 | 60 000 | 44 383 | 36 575 | 58 506 CHF | 48 692 CHF | 98,82% | 98,82% |
24/09/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 60 000 | 60 000 | 48 963 | 43 445 | 63 631 CHF | 56 850 CHF | 48,31% | 48,31% |
23/09/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 60 000 | 60 000 | 44 387 | 36 581 | 58 491 CHF | 48 661 CHF | 98,73% | 98,73% |
20/09/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 60 000 | 60 000 | 45 219 | 37 829 | 60 298 CHF | 50 771 CHF | 82,99% | 82,99% |
19/09/2024 | 0,74% | 1,29 CHF | 1,30 CHF | 60 000 | 60 000 | 44 631 | 36 947 | 59 643 CHF | 49 562 CHF | 93,52% | 93,52% |
18/09/2024 | 0,75% | 1,29 CHF | 1,30 CHF | 60 000 | 60 000 | 44 758 | 37 137 | 59 234 CHF | 49 427 CHF | 91,03% | 91,03% |
12/09/2024 | 0,79% | 1,37 CHF | 1,38 CHF | 60 000 | 60 000 | 51 067 | 36 536 | 64 710 CHF | 47 122 CHF | 99,40% | 99,40% |
11/09/2024 | 0,84% | 1,19 CHF | 1,20 CHF | 60 000 | 60 000 | 52 173 | 36 519 | 62 011 CHF | 43 656 CHF | 99,68% | 99,68% |
10/09/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 60 000 | 60 000 | 53 392 | 40 175 | 60 653 CHF | 46 118 CHF | 63,85% | 63,85% |