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 | 1,50% | 0,67 CHF | 0,68 CHF | 370 000 | 370 000 | 202 453 | 202 453 | 138 312 CHF | 140 349 CHF | 100,00% | 100,00% |
25/09/2024 | 1,58% | 0,65 CHF | 0,66 CHF | 360 000 | 360 000 | 200 511 | 200 511 | 130 661 CHF | 132 674 CHF | 99,90% | 99,90% |
24/09/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 370 000 | 370 000 | 203 079 | 203 079 | 138 486 CHF | 140 525 CHF | 100,00% | 100,00% |
23/09/2024 | 1,48% | 0,71 CHF | 0,72 CHF | 360 000 | 360 000 | 198 851 | 198 851 | 137 829 CHF | 139 826 CHF | 99,99% | 99,99% |
20/09/2024 | 1,45% | 0,73 CHF | 0,74 CHF | 360 000 | 360 000 | 198 837 | 198 837 | 142 418 CHF | 144 415 CHF | 99,84% | 99,84% |
19/09/2024 | 1,58% | 0,71 CHF | 0,72 CHF | 390 000 | 390 000 | 216 957 | 216 957 | 144 180 CHF | 146 362 CHF | 98,05% | 98,05% |
18/09/2024 | 2,01% | 0,58 CHF | 0,59 CHF | 420 000 | 420 000 | 230 925 | 230 925 | 120 505 CHF | 122 824 CHF | 96,95% | 96,95% |
12/09/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 390 000 | 390 000 | 215 972 | 215 972 | 133 923 CHF | 136 098 CHF | 100,00% | 100,00% |
11/09/2024 | 1,77% | 0,57 CHF | 0,58 CHF | 410 000 | 410 000 | 227 746 | 227 746 | 131 167 CHF | 133 453 CHF | 99,36% | 99,36% |
10/09/2024 | 1,83% | 0,58 CHF | 0,59 CHF | 410 000 | 410 000 | 228 403 | 228 403 | 127 843 CHF | 130 137 CHF | 99,75% | 99,75% |