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 | 0,92% | 1,07 CHF | 1,08 CHF | 180 000 | 180 000 | 180 004 | 180 004 | 194 117 CHF | 195 918 CHF | 100,00% | 100,00% |
25/09/2024 | 0,86% | 1,17 CHF | 1,18 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 219 181 CHF | 221 081 CHF | 100,00% | 100,00% |
24/09/2024 | 0,87% | 1,14 CHF | 1,15 CHF | 190 000 | 190 000 | 190 000 | 190 000 | 218 014 CHF | 219 914 CHF | 100,00% | 100,00% |
23/09/2024 | 0,80% | 1,23 CHF | 1,24 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 249 712 CHF | 251 712 CHF | 100,00% | 100,00% |
20/09/2024 | 0,81% | 1,25 CHF | 1,26 CHF | 200 000 | 200 000 | 195 020 | 195 020 | 239 495 CHF | 241 446 CHF | 100,00% | 100,00% |
19/09/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 190 000 | 190 000 | 191 974 | 191 974 | 230 970 CHF | 232 889 CHF | 97,87% | 97,87% |
18/09/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 200 000 | 200 000 | 200 000 | 200 000 | 254 542 CHF | 256 542 CHF | 99,19% | 99,19% |
12/09/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 210 000 | 210 000 | 210 000 | 210 000 | 285 275 CHF | 287 375 CHF | 100,00% | 100,00% |
11/09/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 220 000 | 220 000 | 213 596 | 213 596 | 292 750 CHF | 294 887 CHF | 100,00% | 100,00% |
10/09/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 220 000 | 220 000 | 214 227 | 214 227 | 293 653 CHF | 295 795 CHF | 99,75% | 99,75% |