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 | 1,20% | 0,85 CHF | 0,86 CHF | 270 000 | 270 000 | 116 225 | 116 225 | 100 532 CHF | 101 701 CHF | 99,99% | 99,99% |
25/09/2024 | 1,43% | 0,77 CHF | 0,78 CHF | 280 000 | 280 000 | 126 006 | 126 006 | 91 303 CHF | 92 569 CHF | 99,89% | 99,89% |
24/09/2024 | 1,48% | 0,69 CHF | 0,70 CHF | 290 000 | 290 000 | 130 935 | 130 935 | 90 291 CHF | 91 609 CHF | 99,45% | 99,45% |
23/09/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 300 000 | 300 000 | 130 595 | 130 595 | 89 201 CHF | 90 511 CHF | 99,49% | 99,49% |
20/09/2024 | 1,50% | 0,63 CHF | 0,64 CHF | 300 000 | 300 000 | 131 736 | 131 736 | 88 748 CHF | 90 070 CHF | 99,48% | 99,48% |
19/09/2024 | 1,61% | 0,70 CHF | 0,71 CHF | 320 000 | 320 000 | 141 898 | 141 898 | 93 514 CHF | 94 947 CHF | 97,13% | 97,13% |
18/09/2024 | 1,73% | 0,58 CHF | 0,59 CHF | 330 000 | 330 000 | 146 886 | 146 886 | 86 482 CHF | 87 956 CHF | 99,00% | 99,00% |
12/09/2024 | 1,70% | 0,62 CHF | 0,63 CHF | 330 000 | 330 000 | 145 424 | 145 424 | 88 783 CHF | 90 251 CHF | 99,55% | 99,55% |
11/09/2024 | 2,27% | 0,49 CHF | 0,50 CHF | 380 000 | 380 000 | 157 766 | 157 766 | 77 658 CHF | 79 262 CHF | 99,17% | 99,17% |
10/09/2024 | 2,40% | 0,43 CHF | 0,44 CHF | 410 000 | 410 000 | 181 050 | 181 050 | 77 231 CHF | 79 049 CHF | 99,54% | 99,54% |