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 | 0,81% | 1,22 CHF | 1,23 CHF | 88 000 | 88 000 | 88 456 | 88 456 | 108 371 CHF | 109 255 CHF | 100,00% | 100,00% |
25/09/2024 | 0,73% | 1,38 CHF | 1,39 CHF | 92 000 | 92 000 | 91 874 | 91 874 | 126 253 CHF | 127 172 CHF | 100,00% | 100,00% |
24/09/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 94 000 | 94 000 | 92 470 | 92 470 | 126 212 CHF | 127 137 CHF | 100,00% | 100,00% |
23/09/2024 | 0,66% | 1,47 CHF | 1,48 CHF | 96 000 | 96 000 | 96 931 | 96 931 | 147 221 CHF | 148 190 CHF | 100,00% | 100,00% |
20/09/2024 | 0,66% | 1,53 CHF | 1,54 CHF | 98 000 | 98 000 | 96 976 | 96 976 | 147 191 CHF | 148 161 CHF | 100,00% | 100,00% |
19/09/2024 | 0,76% | 1,35 CHF | 1,36 CHF | 92 000 | 92 000 | 90 938 | 90 938 | 119 445 CHF | 120 354 CHF | 98,09% | 98,09% |
18/09/2024 | 0,72% | 1,38 CHF | 1,39 CHF | 94 000 | 94 000 | 93 610 | 93 610 | 128 988 CHF | 129 924 CHF | 99,19% | 99,19% |
12/09/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 98 000 | 98 000 | 95 405 | 95 405 | 137 799 CHF | 138 753 CHF | 100,00% | 100,00% |
11/09/2024 | 0,69% | 1,41 CHF | 1,42 CHF | 96 000 | 96 000 | 96 648 | 96 648 | 140 655 CHF | 141 622 CHF | 100,00% | 100,00% |
10/09/2024 | 0,68% | 1,51 CHF | 1,52 CHF | 98 000 | 98 000 | 96 843 | 96 843 | 141 952 CHF | 142 921 CHF | 99,02% | 99,02% |