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 | 0,82% | 1,41 CHF | 1,42 CHF | 75 000 | 75 000 | 73 614 | 73 358 | 104 217 CHF | 104 694 CHF | 98,90% | 98,90% |
25/09/2024 | 0,84% | 1,36 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 100 165 CHF | 101 009 CHF | 98,33% | 98,33% |
24/09/2024 | 0,89% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 452 CHF | 96 308 CHF | 100,00% | 100,00% |
23/09/2024 | 0,85% | 1,25 CHF | 1,26 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 266 CHF | 94 057 CHF | 100,00% | 100,00% |
20/09/2024 | 0,88% | 1,22 CHF | 1,23 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 162 CHF | 93 990 CHF | 90,17% | 90,17% |
19/09/2024 | 0,80% | 1,35 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 101 463 CHF | 102 279 CHF | 99,39% | 99,39% |
18/09/2024 | 0,94% | 1,19 CHF | 1,20 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 108 CHF | 91 967 CHF | 99,33% | 99,33% |
12/09/2024 | 0,92% | 1,15 CHF | 1,16 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 86 903 CHF | 87 707 CHF | 97,95% | 97,95% |
11/09/2024 | 1,13% | 1,09 CHF | 1,11 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 166 CHF | 84 111 CHF | 98,70% | 98,70% |
10/09/2024 | 1,19% | 1,11 CHF | 1,12 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 312 CHF | 86 337 CHF | 100,00% | 100,00% |