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 | 0,59% | 1,73 CHF | 1,74 CHF | 170 000 | 170 000 | 94 473 | 94 473 | 165 741 CHF | 166 691 CHF | 100,00% | 100,00% |
25/09/2024 | 0,61% | 1,70 CHF | 1,71 CHF | 170 000 | 170 000 | 94 825 | 94 825 | 160 103 CHF | 161 055 CHF | 99,90% | 99,90% |
24/09/2024 | 0,59% | 1,74 CHF | 1,75 CHF | 170 000 | 170 000 | 94 765 | 94 765 | 165 992 CHF | 166 943 CHF | 100,00% | 100,00% |
23/09/2024 | 0,58% | 1,80 CHF | 1,81 CHF | 170 000 | 170 000 | 94 667 | 94 667 | 167 973 CHF | 168 924 CHF | 99,99% | 99,99% |
20/09/2024 | 0,57% | 1,86 CHF | 1,87 CHF | 170 000 | 170 000 | 94 664 | 94 664 | 172 274 CHF | 173 225 CHF | 99,84% | 99,84% |
19/09/2024 | 0,62% | 1,80 CHF | 1,81 CHF | 180 000 | 180 000 | 102 848 | 102 848 | 175 378 CHF | 176 412 CHF | 97,93% | 97,93% |
18/09/2024 | 0,75% | 1,52 CHF | 1,53 CHF | 190 000 | 190 000 | 103 345 | 103 345 | 144 649 CHF | 145 687 CHF | 97,09% | 97,09% |
12/09/2024 | 0,64% | 1,62 CHF | 1,63 CHF | 180 000 | 180 000 | 102 557 | 102 557 | 165 077 CHF | 166 110 CHF | 99,98% | 99,98% |
11/09/2024 | 0,68% | 1,49 CHF | 1,50 CHF | 190 000 | 190 000 | 106 999 | 106 999 | 161 374 CHF | 162 448 CHF | 99,45% | 99,45% |
10/09/2024 | 0,70% | 1,51 CHF | 1,52 CHF | 190 000 | 190 000 | 107 047 | 107 047 | 157 674 CHF | 158 749 CHF | 99,74% | 99,74% |