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 | 0,78% | 1,28 CHF | 1,29 CHF | 220 000 | 220 000 | 221 140 | 221 140 | 283 019 CHF | 285 230 CHF | 99,99% | 99,99% |
25/09/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 230 000 | 230 000 | 229 685 | 229 685 | 308 023 CHF | 310 319 CHF | 100,00% | 100,00% |
24/09/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 235 000 | 235 000 | 231 174 | 231 174 | 308 353 CHF | 310 665 CHF | 100,00% | 100,00% |
23/09/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 240 000 | 240 000 | 242 329 | 242 329 | 338 464 CHF | 340 888 CHF | 100,00% | 100,00% |
20/09/2024 | 0,71% | 1,40 CHF | 1,41 CHF | 245 000 | 245 000 | 242 441 | 242 441 | 338 965 CHF | 341 389 CHF | 100,00% | 100,00% |
19/09/2024 | 0,76% | 1,33 CHF | 1,34 CHF | 230 000 | 230 000 | 227 343 | 227 343 | 298 641 CHF | 300 914 CHF | 98,09% | 98,09% |
18/09/2024 | 0,75% | 1,34 CHF | 1,35 CHF | 235 000 | 235 000 | 234 026 | 234 026 | 312 572 CHF | 314 912 CHF | 99,19% | 99,19% |
12/09/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 245 000 | 245 000 | 238 513 | 238 513 | 325 591 CHF | 327 976 CHF | 100,00% | 100,00% |
11/09/2024 | 0,73% | 1,35 CHF | 1,36 CHF | 240 000 | 240 000 | 241 634 | 241 634 | 329 271 CHF | 331 689 CHF | 100,00% | 100,00% |
10/09/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 245 000 | 245 000 | 242 111 | 242 111 | 331 050 CHF | 333 472 CHF | 99,01% | 99,01% |