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 | 0,91% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 98 765 | 98 765 | 112 989 CHF | 114 013 CHF | 98,63% | 98,63% |
25/09/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 690 CHF | 121 690 CHF | 99,51% | 99,51% |
24/09/2024 | 0,86% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 116 408 CHF | 117 408 CHF | 97,40% | 97,40% |
23/09/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 119 678 CHF | 120 678 CHF | 100,00% | 100,00% |
20/09/2024 | 0,83% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 120 223 CHF | 121 223 CHF | 89,67% | 89,67% |
19/09/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 118 187 CHF | 119 187 CHF | 99,34% | 99,34% |
18/09/2024 | 0,87% | 1,13 CHF | 1,14 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 862 CHF | 114 862 CHF | 97,77% | 97,77% |
12/09/2024 | 0,84% | 1,18 CHF | 1,19 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 895 CHF | 118 895 CHF | 97,84% | 97,84% |
11/09/2024 | 1,85% | 1,10 CHF | 1,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 52 919 CHF | 53 905 CHF | 99,03% | 99,03% |
10/09/2024 | 0,81% | 1,20 CHF | 1,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 123 102 CHF | 124 102 CHF | 100,00% | 100,00% |