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 | 0,82% | 1,22 CHF | 1,23 CHF | 128 000 | 128 000 | 127 714 | 127 714 | 154 329 CHF | 155 606 CHF | 100,00% | 100,00% |
25/09/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 132 000 | 132 000 | 131 661 | 131 661 | 165 501 CHF | 166 818 CHF | 99,22% | 99,22% |
24/09/2024 | 0,79% | 1,27 CHF | 1,28 CHF | 136 000 | 136 000 | 134 323 | 134 323 | 170 002 CHF | 171 346 CHF | 99,14% | 99,14% |
23/09/2024 | 0,78% | 1,26 CHF | 1,27 CHF | 136 000 | 136 000 | 135 359 | 135 359 | 172 199 CHF | 173 552 CHF | 100,00% | 100,00% |
20/09/2024 | 0,79% | 1,26 CHF | 1,27 CHF | 132 000 | 132 000 | 131 487 | 131 487 | 165 409 CHF | 166 724 CHF | 100,00% | 100,00% |
19/09/2024 | 0,80% | 1,25 CHF | 1,26 CHF | 132 000 | 132 000 | 132 095 | 132 095 | 164 225 CHF | 165 546 CHF | 97,75% | 97,75% |
18/09/2024 | 0,77% | 1,29 CHF | 1,30 CHF | 136 000 | 136 000 | 138 395 | 138 395 | 178 568 CHF | 179 952 CHF | 100,00% | 100,00% |
12/09/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 148 000 | 148 000 | 144 854 | 144 854 | 198 238 CHF | 199 686 CHF | 100,00% | 100,00% |
11/09/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 148 000 | 148 000 | 144 740 | 144 740 | 195 467 CHF | 196 915 CHF | 100,00% | 100,00% |
10/09/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 148 000 | 148 000 | 147 381 | 147 381 | 201 209 CHF | 202 683 CHF | 100,00% | 100,00% |