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 | 1,71% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 99 395 | 97 300 | 58 511 CHF | 58 271 CHF | 99,22% | 99,22% |
25/09/2024 | 1,63% | 0,61 CHF | 0,62 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 61 050 CHF | 62 050 CHF | 95,68% | 95,68% |
24/09/2024 | 1,53% | 0,64 CHF | 0,65 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 64 662 CHF | 65 662 CHF | 100,00% | 100,00% |
23/09/2024 | 1,45% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 487 CHF | 69 487 CHF | 100,00% | 100,00% |
20/09/2024 | 1,44% | 0,69 CHF | 0,70 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 69 096 CHF | 70 096 CHF | 89,67% | 89,67% |
19/09/2024 | 1,47% | 0,68 CHF | 0,69 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 67 628 CHF | 68 628 CHF | 99,34% | 99,34% |
18/09/2024 | 1,35% | 0,74 CHF | 0,75 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 699 CHF | 74 699 CHF | 96,61% | 96,61% |
12/09/2024 | 1,35% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 73 785 CHF | 74 785 CHF | 98,41% | 98,41% |
11/09/2024 | 1,39% | 0,75 CHF | 0,76 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 71 721 CHF | 72 721 CHF | 96,24% | 96,24% |
10/09/2024 | 1,45% | 0,70 CHF | 0,71 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 68 442 CHF | 69 442 CHF | 100,00% | 100,00% |