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 | 0,79% | 1,27 CHF | 1,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 126 562 CHF | 127 562 CHF | 86,51% | 86,51% |
25/09/2024 | 0,84% | 1,15 CHF | 1,16 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 733 CHF | 119 733 CHF | 87,33% | 87,33% |
24/09/2024 | 0,78% | 1,19 CHF | 1,20 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 127 228 CHF | 128 228 CHF | 87,59% | 87,59% |
23/09/2024 | 0,87% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 095 CHF | 115 095 CHF | 91,48% | 91,48% |
20/09/2024 | 0,87% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 114 292 CHF | 115 292 CHF | 85,73% | 85,73% |
19/09/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 787 CHF | 117 787 CHF | 89,17% | 89,17% |
18/09/2024 | 0,91% | 1,10 CHF | 1,11 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 109 604 CHF | 110 604 CHF | 96,62% | 96,62% |
12/09/2024 | 0,97% | 1,01 CHF | 1,02 CHF | 100 000 | 100 000 | 102 043 | 102 041 | 104 619 CHF | 105 638 CHF | 100,00% | 100,00% |
11/09/2024 | 1,04% | 0,95 CHF | 0,96 CHF | 125 000 | 125 000 | 125 000 | 125 000 | 119 158 CHF | 120 408 CHF | 100,00% | 100,00% |
10/09/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 125 000 | 125 000 | 121 409 | 121 409 | 117 333 CHF | 118 548 CHF | 99,76% | 99,76% |