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 | 1,72% | 0,91 CHF | 0,93 CHF | 75 000 | 75 000 | 74 111 | 72 827 | 69 726 CHF | 69 670 CHF | 98,72% | 98,72% |
25/09/2024 | 1,63% | 0,95 CHF | 0,96 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 70 056 CHF | 71 204 CHF | 99,62% | 99,62% |
24/09/2024 | 1,71% | 0,93 CHF | 0,95 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 925 CHF | 70 116 CHF | 100,00% | 100,00% |
23/09/2024 | 1,71% | 0,96 CHF | 0,97 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 71 865 CHF | 73 103 CHF | 99,70% | 99,70% |
20/09/2024 | 1,62% | 0,91 CHF | 0,92 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 67 556 CHF | 68 658 CHF | 90,17% | 90,17% |
19/09/2024 | 1,70% | 0,88 CHF | 0,90 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 68 177 CHF | 69 346 CHF | 99,39% | 99,39% |
18/09/2024 | 1,64% | 0,91 CHF | 0,93 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 69 340 CHF | 70 490 CHF | 99,33% | 99,33% |
12/09/2024 | 2,06% | 0,74 CHF | 0,75 CHF | 75 000 | 75 000 | 77 446 | 75 000 | 55 469 CHF | 54 871 CHF | 97,95% | 97,95% |
11/09/2024 | 1,92% | 0,75 CHF | 0,76 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 56 819 CHF | 57 919 CHF | 98,75% | 98,75% |
10/09/2024 | 2,02% | 0,77 CHF | 0,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 57 745 CHF | 58 923 CHF | 100,00% | 100,00% |