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 | 1,28% | 0,77 CHF | 0,78 CHF | 154 000 | 154 000 | 153 115 | 153 115 | 119 213 CHF | 120 745 CHF | 100,00% | 100,00% |
25/09/2024 | 1,21% | 0,83 CHF | 0,84 CHF | 152 000 | 152 000 | 151 984 | 151 984 | 125 287 CHF | 126 807 CHF | 99,42% | 99,42% |
24/09/2024 | 1,25% | 0,79 CHF | 0,80 CHF | 152 000 | 152 000 | 152 135 | 152 135 | 120 568 CHF | 122 089 CHF | 99,45% | 99,45% |
23/09/2024 | 1,22% | 0,82 CHF | 0,83 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 124 290 CHF | 125 810 CHF | 100,00% | 100,00% |
20/09/2024 | 1,21% | 0,82 CHF | 0,83 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 124 663 CHF | 126 183 CHF | 100,00% | 100,00% |
19/09/2024 | 1,23% | 0,80 CHF | 0,81 CHF | 152 000 | 152 000 | 152 000 | 152 000 | 122 627 CHF | 124 147 CHF | 97,76% | 97,76% |
18/09/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 154 000 | 154 000 | 153 444 | 153 444 | 118 780 CHF | 120 314 CHF | 100,00% | 100,00% |
12/09/2024 | 1,23% | 0,81 CHF | 0,82 CHF | 152 000 | 152 000 | 152 050 | 152 050 | 122 492 CHF | 124 012 CHF | 100,00% | 100,00% |
11/09/2024 | 1,38% | 0,75 CHF | 0,76 CHF | 154 000 | 154 000 | 154 998 | 154 998 | 111 467 CHF | 113 018 CHF | 100,00% | 100,00% |
10/09/2024 | 1,18% | 0,82 CHF | 0,83 CHF | 152 000 | 152 000 | 151 713 | 151 713 | 127 483 CHF | 129 000 CHF | 100,00% | 100,00% |