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 | 0,78% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 98 765 | 98 765 | 130 227 CHF | 131 239 CHF | 98,63% | 98,63% |
25/09/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 131 CHF | 139 131 CHF | 98,66% | 98,66% |
24/09/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 134 347 CHF | 135 347 CHF | 100,00% | 100,00% |
23/09/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 496 CHF | 139 496 CHF | 100,00% | 100,00% |
20/09/2024 | 0,72% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 138 973 CHF | 139 973 CHF | 89,67% | 89,67% |
19/09/2024 | 0,73% | 1,36 CHF | 1,37 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 989 CHF | 137 989 CHF | 99,34% | 99,34% |
18/09/2024 | 0,75% | 1,32 CHF | 1,33 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 132 616 CHF | 133 616 CHF | 97,77% | 97,77% |
12/09/2024 | 0,73% | 1,37 CHF | 1,38 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 136 644 CHF | 137 644 CHF | 97,86% | 97,86% |
11/09/2024 | 1,57% | 1,29 CHF | 1,31 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 62 320 CHF | 63 304 CHF | 99,04% | 99,04% |
10/09/2024 | 0,71% | 1,39 CHF | 1,40 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 141 283 CHF | 142 283 CHF | 99,93% | 99,93% |