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 | 0,70% | 1,41 CHF | 1,42 CHF | 88 000 | 88 000 | 88 456 | 88 456 | 125 147 CHF | 126 032 CHF | 100,00% | 100,00% |
25/09/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 92 000 | 92 000 | 91 874 | 91 874 | 143 734 CHF | 144 653 CHF | 100,00% | 100,00% |
24/09/2024 | 0,64% | 1,56 CHF | 1,57 CHF | 94 000 | 94 000 | 92 469 | 92 469 | 143 699 CHF | 144 623 CHF | 100,00% | 100,00% |
23/09/2024 | 0,58% | 1,66 CHF | 1,67 CHF | 96 000 | 96 000 | 96 932 | 96 932 | 165 576 CHF | 166 546 CHF | 100,00% | 100,00% |
20/09/2024 | 0,58% | 1,72 CHF | 1,73 CHF | 98 000 | 98 000 | 96 976 | 96 976 | 165 671 CHF | 166 641 CHF | 100,00% | 100,00% |
19/09/2024 | 0,66% | 1,54 CHF | 1,55 CHF | 92 000 | 92 000 | 90 938 | 90 938 | 136 673 CHF | 137 583 CHF | 98,09% | 98,09% |
18/09/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 94 000 | 94 000 | 93 611 | 93 611 | 146 667 CHF | 147 603 CHF | 99,19% | 99,19% |
12/09/2024 | 0,61% | 1,69 CHF | 1,70 CHF | 98 000 | 98 000 | 95 405 | 95 405 | 155 785 CHF | 156 739 CHF | 100,00% | 100,00% |
11/09/2024 | 0,61% | 1,60 CHF | 1,61 CHF | 96 000 | 96 000 | 96 646 | 96 646 | 158 822 CHF | 159 789 CHF | 100,00% | 100,00% |
10/09/2024 | 0,60% | 1,70 CHF | 1,71 CHF | 98 000 | 98 000 | 96 843 | 96 843 | 160 162 CHF | 161 131 CHF | 99,02% | 99,02% |