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 | 0,79% | 1,39 CHF | 1,40 CHF | 75 000 | 75 000 | 73 614 | 73 358 | 102 707 CHF | 103 140 CHF | 98,90% | 98,90% |
25/09/2024 | 0,76% | 1,34 CHF | 1,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 98 599 CHF | 99 349 CHF | 98,48% | 98,48% |
24/09/2024 | 0,84% | 1,24 CHF | 1,25 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 93 910 CHF | 94 702 CHF | 100,00% | 100,00% |
23/09/2024 | 0,86% | 1,23 CHF | 1,24 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 634 CHF | 92 425 CHF | 100,00% | 100,00% |
20/09/2024 | 0,91% | 1,20 CHF | 1,21 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 91 531 CHF | 92 368 CHF | 90,17% | 90,17% |
19/09/2024 | 0,80% | 1,33 CHF | 1,34 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 804 CHF | 100 608 CHF | 99,39% | 99,39% |
18/09/2024 | 0,83% | 1,17 CHF | 1,18 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 89 568 CHF | 90 318 CHF | 98,43% | 98,43% |
12/09/2024 | 1,02% | 1,12 CHF | 1,13 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 85 240 CHF | 86 113 CHF | 97,95% | 97,95% |
11/09/2024 | 1,17% | 1,07 CHF | 1,09 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 81 588 CHF | 82 547 CHF | 98,75% | 98,75% |
10/09/2024 | 1,29% | 1,08 CHF | 1,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 83 655 CHF | 84 737 CHF | 99,89% | 99,89% |