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 | 0,70% | 1,58 CHF | 1,59 CHF | 75 000 | 75 000 | 73 614 | 73 358 | 116 565 CHF | 116 954 CHF | 98,90% | 98,90% |
25/09/2024 | 0,72% | 1,53 CHF | 1,54 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 112 672 CHF | 113 484 CHF | 98,50% | 98,50% |
24/09/2024 | 0,75% | 1,43 CHF | 1,44 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 108 006 CHF | 108 820 CHF | 100,00% | 100,00% |
23/09/2024 | 0,81% | 1,42 CHF | 1,43 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 771 CHF | 106 634 CHF | 100,00% | 100,00% |
20/09/2024 | 0,81% | 1,38 CHF | 1,40 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 105 611 CHF | 106 466 CHF | 90,17% | 90,17% |
19/09/2024 | 0,73% | 1,52 CHF | 1,53 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 113 967 CHF | 114 804 CHF | 99,39% | 99,39% |
18/09/2024 | 0,77% | 1,36 CHF | 1,37 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 103 647 CHF | 104 453 CHF | 98,35% | 98,35% |
12/09/2024 | 0,79% | 1,31 CHF | 1,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 99 414 CHF | 100 204 CHF | 97,95% | 97,95% |
11/09/2024 | 1,00% | 1,26 CHF | 1,27 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 95 717 CHF | 96 677 CHF | 98,65% | 98,65% |
10/09/2024 | 0,98% | 1,27 CHF | 1,29 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 97 851 CHF | 98 812 CHF | 100,00% | 100,00% |