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 | 1,52% | 0,64 CHF | 0,65 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 91 138 CHF | 92 538 CHF | 100,00% | 100,00% |
25/09/2024 | 1,65% | 0,59 CHF | 0,60 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 83 927 CHF | 85 327 CHF | 100,00% | 100,00% |
24/09/2024 | 1,58% | 0,62 CHF | 0,63 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 87 787 CHF | 89 187 CHF | 99,75% | 99,75% |
23/09/2024 | 1,73% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 147 693 | 147 693 | 84 428 CHF | 85 905 CHF | 99,95% | 99,95% |
20/09/2024 | 1,49% | 0,66 CHF | 0,67 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 93 265 CHF | 94 665 CHF | 99,92% | 99,92% |
19/09/2024 | 1,48% | 0,67 CHF | 0,68 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 94 175 CHF | 95 575 CHF | 98,18% | 98,18% |
18/09/2024 | 1,55% | 0,65 CHF | 0,66 CHF | 140 000 | 140 000 | 140 000 | 140 000 | 89 728 CHF | 91 128 CHF | 99,96% | 99,96% |
12/09/2024 | 1,63% | 0,59 CHF | 0,60 CHF | 140 000 | 140 000 | 140 070 | 140 070 | 85 316 CHF | 86 717 CHF | 99,99% | 99,99% |
11/09/2024 | 1,71% | 0,57 CHF | 0,58 CHF | 150 000 | 150 000 | 148 820 | 148 820 | 86 214 CHF | 87 703 CHF | 100,00% | 100,00% |
10/09/2024 | 1,71% | 0,56 CHF | 0,57 CHF | 150 000 | 150 000 | 148 354 | 148 354 | 86 153 CHF | 87 637 CHF | 100,00% | 100,00% |