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 | 0,88% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 97 585 | 97 585 | 110 643 CHF | 111 619 CHF | 100,00% | 100,00% |
25/09/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 104 000 | 104 000 | 101 292 | 101 292 | 125 049 CHF | 126 062 CHF | 100,00% | 100,00% |
24/09/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 104 000 | 104 000 | 101 660 | 101 660 | 127 162 CHF | 128 178 CHF | 100,00% | 100,00% |
23/09/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 110 000 | 110 000 | 108 466 | 108 466 | 152 023 CHF | 153 108 CHF | 100,00% | 100,00% |
20/09/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 110 000 | 110 000 | 107 137 | 107 137 | 145 396 CHF | 146 467 CHF | 100,00% | 100,00% |
19/09/2024 | 0,76% | 1,32 CHF | 1,33 CHF | 108 000 | 108 000 | 105 478 | 105 478 | 138 062 CHF | 139 117 CHF | 98,11% | 98,11% |
18/09/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 112 000 | 112 000 | 110 308 | 110 308 | 153 462 CHF | 154 565 CHF | 99,19% | 99,19% |
12/09/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 114 000 | 114 000 | 111 030 | 111 030 | 156 073 CHF | 157 183 CHF | 100,00% | 100,00% |
11/09/2024 | 0,69% | 1,44 CHF | 1,45 CHF | 116 000 | 116 000 | 114 104 | 114 104 | 165 672 CHF | 166 814 CHF | 100,00% | 100,00% |
10/09/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 118 000 | 118 000 | 115 322 | 115 322 | 172 012 CHF | 173 165 CHF | 99,75% | 99,75% |