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 | 2,45% | 0,41 CHF | 0,42 CHF | 94 200 | 94 200 | 93 909 | 93 909 | 37 833 CHF | 38 772 CHF | 100,00% | 100,00% |
25/09/2024 | 2,15% | 0,44 CHF | 0,45 CHF | 77 800 | 77 800 | 78 004 | 78 004 | 35 947 CHF | 36 727 CHF | 100,00% | 100,00% |
24/09/2024 | 1,95% | 0,52 CHF | 0,53 CHF | 75 600 | 75 600 | 75 218 | 75 218 | 38 262 CHF | 39 014 CHF | 100,00% | 100,00% |
23/09/2024 | 1,86% | 0,53 CHF | 0,54 CHF | 73 100 | 73 100 | 73 185 | 73 185 | 39 050 CHF | 39 782 CHF | 100,00% | 100,00% |
20/09/2024 | 1,85% | 0,56 CHF | 0,57 CHF | 91 800 | 91 800 | 91 020 | 91 020 | 48 895 CHF | 49 806 CHF | 100,00% | 100,00% |
19/09/2024 | 2,13% | 0,47 CHF | 0,48 CHF | 64 900 | 64 900 | 64 885 | 64 885 | 30 406 CHF | 31 055 CHF | 98,20% | 98,20% |
18/09/2024 | 1,66% | 0,62 CHF | 0,63 CHF | 76 100 | 76 100 | 75 968 | 75 968 | 45 451 CHF | 46 211 CHF | 99,97% | 99,97% |
12/09/2024 | 1,50% | 0,68 CHF | 0,69 CHF | 53 700 | 53 700 | 53 672 | 53 672 | 35 605 CHF | 36 142 CHF | 100,00% | 100,00% |
11/09/2024 | 1,38% | 0,74 CHF | 0,75 CHF | 56 400 | 56 400 | 56 428 | 56 428 | 40 698 CHF | 41 262 CHF | 100,00% | 100,00% |
10/09/2024 | 1,44% | 0,73 CHF | 0,74 CHF | 56 600 | 56 600 | 56 331 | 56 331 | 38 907 CHF | 39 470 CHF | 99,98% | 99,98% |