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 | 0,56% | 1,74 CHF | 1,75 CHF | 83 000 | 83 000 | 82 769 | 82 769 | 148 717 CHF | 149 545 CHF | 100,00% | 100,00% |
25/09/2024 | 0,69% | 1,50 CHF | 1,51 CHF | 86 000 | 86 000 | 86 826 | 86 826 | 125 612 CHF | 126 480 CHF | 100,00% | 100,00% |
24/09/2024 | 0,70% | 1,41 CHF | 1,42 CHF | 88 000 | 88 000 | 87 357 | 87 357 | 124 817 CHF | 125 690 CHF | 100,00% | 100,00% |
23/09/2024 | 0,72% | 1,34 CHF | 1,35 CHF | 88 000 | 88 000 | 87 748 | 87 748 | 121 370 CHF | 122 247 CHF | 100,00% | 100,00% |
20/09/2024 | 0,70% | 1,28 CHF | 1,29 CHF | 89 000 | 89 000 | 87 197 | 87 197 | 124 276 CHF | 125 148 CHF | 100,00% | 100,00% |
19/09/2024 | 0,65% | 1,58 CHF | 1,59 CHF | 85 000 | 85 000 | 85 939 | 85 939 | 132 071 CHF | 132 930 CHF | 98,11% | 98,11% |
18/09/2024 | 0,75% | 1,31 CHF | 1,32 CHF | 89 000 | 89 000 | 89 036 | 89 036 | 118 531 CHF | 119 421 CHF | 99,19% | 99,19% |
12/09/2024 | 0,70% | 1,40 CHF | 1,41 CHF | 88 000 | 88 000 | 87 743 | 87 743 | 125 210 CHF | 126 088 CHF | 100,00% | 100,00% |
11/09/2024 | 0,88% | 1,14 CHF | 1,15 CHF | 92 000 | 92 000 | 92 066 | 92 066 | 104 424 CHF | 105 345 CHF | 100,00% | 100,00% |
10/09/2024 | 1,03% | 0,92 CHF | 0,93 CHF | 95 000 | 95 000 | 87 866 | 87 866 | 84 650 CHF | 85 529 CHF | 100,00% | 100,00% |