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 | 1,40% | 2,09 CHF | 2,12 CHF | 31 100 | 31 100 | 31 100 | 31 100 | 66 334 CHF | 67 267 CHF | 100,00% | 100,00% |
25/09/2024 | 1,57% | 1,96 CHF | 1,99 CHF | 34 300 | 34 300 | 34 300 | 34 300 | 65 281 CHF | 66 310 CHF | 99,41% | 99,41% |
24/09/2024 | 1,81% | 1,68 CHF | 1,71 CHF | 37 300 | 37 300 | 38 530 | 38 530 | 63 418 CHF | 64 574 CHF | 99,46% | 99,46% |
23/09/2024 | 1,81% | 1,58 CHF | 1,61 CHF | 37 100 | 37 100 | 35 818 | 35 818 | 58 939 CHF | 60 013 CHF | 100,00% | 100,00% |
20/09/2024 | 1,70% | 1,61 CHF | 1,64 CHF | 31 500 | 31 500 | 31 522 | 31 522 | 55 235 CHF | 56 180 CHF | 100,00% | 100,00% |
19/09/2024 | 1,46% | 1,95 CHF | 1,98 CHF | 32 000 | 32 000 | 32 000 | 32 000 | 65 249 CHF | 66 209 CHF | 97,77% | 97,77% |
18/09/2024 | 1,56% | 1,89 CHF | 1,92 CHF | 27 900 | 27 900 | 27 900 | 27 900 | 53 134 CHF | 53 971 CHF | 100,00% | 100,00% |
12/09/2024 | 1,01% | 2,05 CHF | 2,07 CHF | 33 300 | 33 300 | 33 281 | 33 281 | 65 714 CHF | 66 380 CHF | 99,98% | 99,98% |
11/09/2024 | 1,08% | 1,80 CHF | 1,82 CHF | 40 500 | 40 500 | 39 855 | 39 855 | 68 573 CHF | 69 316 CHF | 100,00% | 100,00% |
10/09/2024 | 1,29% | 1,49 CHF | 1,51 CHF | 37 000 | 37 000 | 37 000 | 37 000 | 57 263 CHF | 58 003 CHF | 100,00% | 100,00% |