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 | 0,98% | 1,02 CHF | 1,03 CHF | 100 000 | 100 000 | 97 584 | 97 584 | 99 251 CHF | 100 227 CHF | 100,00% | 100,00% |
25/09/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 104 000 | 104 000 | 101 292 | 101 292 | 113 339 CHF | 114 352 CHF | 100,00% | 100,00% |
24/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 104 000 | 104 000 | 101 660 | 101 660 | 115 375 CHF | 116 391 CHF | 100,00% | 100,00% |
23/09/2024 | 0,77% | 1,26 CHF | 1,27 CHF | 110 000 | 110 000 | 108 465 | 108 465 | 139 438 CHF | 140 523 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 110 000 | 110 000 | 107 137 | 107 137 | 133 028 CHF | 134 099 CHF | 100,00% | 100,00% |
19/09/2024 | 0,83% | 1,21 CHF | 1,22 CHF | 108 000 | 108 000 | 105 477 | 105 477 | 125 933 CHF | 126 988 CHF | 98,10% | 98,10% |
18/09/2024 | 0,78% | 1,28 CHF | 1,29 CHF | 112 000 | 112 000 | 110 308 | 110 308 | 140 880 CHF | 141 984 CHF | 99,18% | 99,18% |
12/09/2024 | 0,77% | 1,30 CHF | 1,31 CHF | 114 000 | 114 000 | 111 030 | 111 030 | 143 256 CHF | 144 366 CHF | 100,00% | 100,00% |
11/09/2024 | 0,75% | 1,33 CHF | 1,34 CHF | 116 000 | 116 000 | 114 102 | 114 102 | 152 727 CHF | 153 869 CHF | 100,00% | 100,00% |
10/09/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 118 000 | 118 000 | 115 322 | 115 322 | 158 905 CHF | 160 058 CHF | 99,75% | 99,75% |