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 | 0,94% | 1,07 CHF | 1,08 CHF | 128 000 | 128 000 | 127 714 | 127 714 | 135 892 CHF | 137 169 CHF | 100,00% | 100,00% |
25/09/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 132 000 | 132 000 | 131 664 | 131 664 | 146 498 CHF | 147 814 CHF | 99,14% | 99,14% |
24/09/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 136 000 | 136 000 | 134 325 | 134 325 | 150 597 CHF | 151 941 CHF | 99,29% | 99,29% |
23/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 136 000 | 136 000 | 135 358 | 135 358 | 152 480 CHF | 153 834 CHF | 100,00% | 100,00% |
20/09/2024 | 0,89% | 1,12 CHF | 1,13 CHF | 132 000 | 132 000 | 131 487 | 131 487 | 146 308 CHF | 147 623 CHF | 100,00% | 100,00% |
19/09/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 132 000 | 132 000 | 132 096 | 132 096 | 145 419 CHF | 146 740 CHF | 97,60% | 97,60% |
18/09/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 136 000 | 136 000 | 138 395 | 138 395 | 159 007 CHF | 160 391 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 148 000 | 148 000 | 144 854 | 144 854 | 177 822 CHF | 179 271 CHF | 100,00% | 100,00% |
11/09/2024 | 0,82% | 1,22 CHF | 1,23 CHF | 148 000 | 148 000 | 144 742 | 144 742 | 175 198 CHF | 176 646 CHF | 100,00% | 100,00% |
10/09/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 148 000 | 148 000 | 147 381 | 147 381 | 180 535 CHF | 182 008 CHF | 100,00% | 100,00% |