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 | 0,83% | 1,20 CHF | 1,21 CHF | 154 000 | 154 000 | 153 116 | 153 116 | 183 587 CHF | 185 118 CHF | 100,00% | 100,00% |
25/09/2024 | 0,80% | 1,26 CHF | 1,27 CHF | 152 000 | 152 000 | 151 984 | 151 984 | 189 201 CHF | 190 721 CHF | 99,42% | 99,42% |
24/09/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 152 000 | 152 000 | 152 135 | 152 135 | 184 465 CHF | 185 986 CHF | 99,47% | 99,47% |
23/09/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 188 210 CHF | 189 730 CHF | 100,00% | 100,00% |
20/09/2024 | 0,80% | 1,24 CHF | 1,25 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 188 503 CHF | 190 023 CHF | 100,00% | 100,00% |
19/09/2024 | 0,81% | 1,22 CHF | 1,23 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 186 467 CHF | 187 987 CHF | 97,77% | 97,77% |
18/09/2024 | 0,83% | 1,19 CHF | 1,20 CHF | 154 000 | 154 000 | 153 445 | 153 445 | 183 228 CHF | 184 762 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 1,23 CHF | 1,24 CHF | 152 000 | 152 000 | 152 050 | 152 050 | 186 258 CHF | 187 779 CHF | 100,00% | 100,00% |
11/09/2024 | 0,88% | 1,17 CHF | 1,18 CHF | 154 000 | 154 000 | 154 998 | 154 998 | 176 461 CHF | 178 012 CHF | 100,00% | 100,00% |
10/09/2024 | 0,79% | 1,24 CHF | 1,25 CHF | 152 000 | 152 000 | 151 712 | 151 712 | 191 159 CHF | 192 676 CHF | 100,00% | 100,00% |