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 | 3,23% | 0,25 CHF | 0,26 CHF | 172 000 | 172 000 | 77 829 | 77 386 | 23 873 CHF | 24 524 CHF | 98,43% | 98,43% |
25/09/2024 | 1,60% | 0,58 CHF | 0,59 CHF | 184 000 | 184 000 | 84 087 | 84 087 | 51 920 CHF | 52 763 CHF | 97,08% | 97,08% |
24/09/2024 | 1,67% | 0,57 CHF | 0,58 CHF | 184 000 | 184 000 | 82 683 | 82 615 | 50 377 CHF | 51 169 CHF | 99,42% | 99,42% |
23/09/2024 | 1,20% | 0,80 CHF | 0,81 CHF | 196 000 | 196 000 | 87 955 | 87 955 | 73 208 CHF | 74 089 CHF | 99,88% | 99,88% |
20/09/2024 | 1,19% | 0,90 CHF | 0,91 CHF | 200 000 | 200 000 | 89 059 | 89 059 | 76 677 CHF | 77 570 CHF | 100,00% | 100,00% |
19/09/2024 | 1,12% | 0,93 CHF | 0,94 CHF | 200 000 | 200 000 | 90 287 | 90 287 | 82 720 CHF | 83 625 CHF | 97,00% | 97,00% |
18/09/2024 | 0,98% | 1,05 CHF | 1,06 CHF | 220 000 | 220 000 | 92 854 | 92 854 | 96 449 CHF | 97 379 CHF | 99,97% | 99,97% |
12/09/2024 | 0,99% | 1,03 CHF | 1,04 CHF | 200 000 | 200 000 | 89 515 | 89 515 | 91 704 CHF | 92 601 CHF | 100,00% | 100,00% |
11/09/2024 | 0,94% | 1,06 CHF | 1,07 CHF | 200 000 | 200 000 | 96 519 | 96 519 | 104 296 CHF | 105 264 CHF | 99,90% | 99,90% |
10/09/2024 | 0,93% | 1,10 CHF | 1,11 CHF | 220 000 | 220 000 | 98 377 | 98 377 | 107 361 CHF | 108 346 CHF | 99,98% | 99,98% |