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 | 1,30% | 0,73 CHF | 0,74 CHF | 420 000 | 420 000 | 186 666 | 186 666 | 145 563 CHF | 147 441 CHF | 100,00% | 100,00% |
25/09/2024 | 1,31% | 0,78 CHF | 0,79 CHF | 410 000 | 410 000 | 180 799 | 180 799 | 141 667 CHF | 143 482 CHF | 99,90% | 99,90% |
24/09/2024 | 1,37% | 0,76 CHF | 0,77 CHF | 410 000 | 410 000 | 177 912 | 177 912 | 136 352 CHF | 138 164 CHF | 98,26% | 98,26% |
23/09/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 420 000 | 420 000 | 187 548 | 187 548 | 142 145 CHF | 144 027 CHF | 99,25% | 99,25% |
20/09/2024 | 1,42% | 0,69 CHF | 0,70 CHF | 430 000 | 430 000 | 186 403 | 186 403 | 134 498 CHF | 136 370 CHF | 98,89% | 98,89% |
19/09/2024 | 1,40% | 0,72 CHF | 0,73 CHF | 450 000 | 450 000 | 197 409 | 197 409 | 144 402 CHF | 146 387 CHF | 96,92% | 96,92% |
18/09/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 450 000 | 450 000 | 202 507 | 202 507 | 137 331 CHF | 139 363 CHF | 98,42% | 98,42% |
12/09/2024 | 1,57% | 0,66 CHF | 0,67 CHF | 460 000 | 460 000 | 206 051 | 206 051 | 135 030 CHF | 137 102 CHF | 99,15% | 99,15% |
11/09/2024 | 1,83% | 0,52 CHF | 0,53 CHF | 510 000 | 510 000 | 214 436 | 214 436 | 117 351 CHF | 119 504 CHF | 98,87% | 98,87% |
10/09/2024 | 1,98% | 0,53 CHF | 0,54 CHF | 530 000 | 530 000 | 233 074 | 233 074 | 122 400 CHF | 124 741 CHF | 99,21% | 99,21% |