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 | 0,78% | 1,27 CHF | 1,28 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 38 161 CHF | 38 461 CHF | 99,00% | 99,00% |
25/09/2024 | 0,85% | 1,17 CHF | 1,18 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 35 330 CHF | 35 630 CHF | 98,74% | 98,74% |
24/09/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 34 906 CHF | 35 206 CHF | 99,06% | 99,06% |
23/09/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 591 CHF | 33 891 CHF | 98,60% | 98,60% |
20/09/2024 | 0,88% | 1,12 CHF | 1,13 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 886 CHF | 34 186 CHF | 97,65% | 97,65% |
19/09/2024 | 0,89% | 1,13 CHF | 1,14 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 33 655 CHF | 33 955 CHF | 99,38% | 99,38% |
18/09/2024 | 0,97% | 1,06 CHF | 1,07 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 30 898 CHF | 31 198 CHF | 99,25% | 99,25% |
12/09/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 23 332 CHF | 23 633 CHF | 99,03% | 99,03% |
11/09/2024 | 1,30% | 0,75 CHF | 0,76 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 22 891 CHF | 23 191 CHF | 99,23% | 99,23% |
10/09/2024 | 1,30% | 0,74 CHF | 0,75 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 22 896 CHF | 23 196 CHF | 98,52% | 98,52% |