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 | 0,71% | 1,43 CHF | 1,44 CHF | 380 000 | 380 000 | 169 619 | 169 619 | 242 846 CHF | 244 546 CHF | 100,00% | 100,00% |
25/09/2024 | 0,72% | 1,42 CHF | 1,43 CHF | 380 000 | 380 000 | 169 457 | 169 457 | 239 218 CHF | 240 916 CHF | 99,40% | 99,40% |
24/09/2024 | 0,72% | 1,41 CHF | 1,42 CHF | 380 000 | 380 000 | 169 168 | 169 168 | 239 118 CHF | 240 813 CHF | 99,47% | 99,47% |
23/09/2024 | 0,71% | 1,42 CHF | 1,43 CHF | 380 000 | 380 000 | 169 501 | 169 501 | 242 361 CHF | 244 059 CHF | 99,89% | 99,89% |
20/09/2024 | 0,71% | 1,43 CHF | 1,44 CHF | 380 000 | 380 000 | 169 576 | 169 576 | 242 047 CHF | 243 746 CHF | 100,00% | 100,00% |
19/09/2024 | 0,73% | 1,41 CHF | 1,42 CHF | 380 000 | 380 000 | 171 000 | 171 000 | 240 452 CHF | 242 165 CHF | 97,63% | 97,63% |
18/09/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 370 000 | 370 000 | 169 180 | 169 180 | 236 237 CHF | 237 932 CHF | 100,00% | 100,00% |
12/09/2024 | 0,74% | 1,36 CHF | 1,37 CHF | 360 000 | 360 000 | 162 233 | 162 233 | 222 861 CHF | 224 487 CHF | 100,00% | 100,00% |
11/09/2024 | 0,74% | 1,40 CHF | 1,41 CHF | 370 000 | 370 000 | 166 935 | 166 935 | 231 584 CHF | 233 257 CHF | 99,90% | 99,90% |
10/09/2024 | 0,75% | 1,38 CHF | 1,39 CHF | 370 000 | 370 000 | 163 232 | 163 232 | 222 706 CHF | 224 342 CHF | 100,00% | 100,00% |