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 | 1,49% | 0,66 CHF | 0,67 CHF | 165 000 | 165 000 | 160 041 | 160 041 | 106 432 CHF | 108 032 CHF | 100,00% | 100,00% |
25/09/2024 | 1,38% | 0,72 CHF | 0,73 CHF | 173 000 | 173 000 | 168 389 | 168 389 | 121 346 CHF | 123 030 CHF | 100,00% | 100,00% |
24/09/2024 | 1,37% | 0,72 CHF | 0,73 CHF | 173 000 | 173 000 | 168 492 | 168 492 | 121 780 CHF | 123 465 CHF | 100,00% | 100,00% |
23/09/2024 | 1,27% | 0,77 CHF | 0,78 CHF | 181 000 | 181 000 | 178 786 | 178 786 | 139 612 CHF | 141 399 CHF | 100,00% | 100,00% |
20/09/2024 | 1,29% | 0,78 CHF | 0,79 CHF | 185 000 | 185 000 | 177 056 | 177 056 | 136 782 CHF | 138 553 CHF | 100,00% | 100,00% |
19/09/2024 | 1,34% | 0,75 CHF | 0,76 CHF | 181 000 | 181 000 | 173 441 | 173 441 | 128 188 CHF | 129 923 CHF | 97,86% | 97,86% |
18/09/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 185 000 | 185 000 | 181 519 | 181 519 | 140 962 CHF | 142 777 CHF | 99,18% | 99,18% |
12/09/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 189 000 | 189 000 | 184 199 | 184 199 | 145 900 CHF | 147 742 CHF | 100,00% | 100,00% |
11/09/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 197 000 | 197 000 | 188 533 | 188 533 | 151 264 CHF | 153 150 CHF | 100,00% | 100,00% |
10/09/2024 | 1,24% | 0,81 CHF | 0,82 CHF | 197 000 | 197 000 | 188 403 | 188 403 | 151 266 CHF | 153 150 CHF | 99,75% | 99,75% |