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 | 0,88% | 1,16 CHF | 1,17 CHF | 380 000 | 380 000 | 169 619 | 169 619 | 196 165 CHF | 197 864 CHF | 100,00% | 100,00% |
25/09/2024 | 0,89% | 1,15 CHF | 1,16 CHF | 380 000 | 380 000 | 169 461 | 169 461 | 192 921 CHF | 194 619 CHF | 99,40% | 99,40% |
24/09/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 380 000 | 380 000 | 169 159 | 169 159 | 192 439 CHF | 194 134 CHF | 99,45% | 99,45% |
23/09/2024 | 0,88% | 1,15 CHF | 1,16 CHF | 380 000 | 380 000 | 169 501 | 169 501 | 196 084 CHF | 197 782 CHF | 99,90% | 99,90% |
20/09/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 380 000 | 380 000 | 169 575 | 169 575 | 195 613 CHF | 197 312 CHF | 100,00% | 100,00% |
19/09/2024 | 0,90% | 1,14 CHF | 1,15 CHF | 380 000 | 380 000 | 171 007 | 171 007 | 193 604 CHF | 195 317 CHF | 97,61% | 97,61% |
18/09/2024 | 0,90% | 1,12 CHF | 1,13 CHF | 370 000 | 370 000 | 169 179 | 169 179 | 189 947 CHF | 191 642 CHF | 100,00% | 100,00% |
12/09/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 360 000 | 360 000 | 162 233 | 162 233 | 178 299 CHF | 179 924 CHF | 100,00% | 100,00% |
11/09/2024 | 0,92% | 1,12 CHF | 1,13 CHF | 370 000 | 370 000 | 166 937 | 166 937 | 186 060 CHF | 187 733 CHF | 99,90% | 99,90% |
10/09/2024 | 0,94% | 1,11 CHF | 1,12 CHF | 370 000 | 370 000 | 163 164 | 163 164 | 178 140 CHF | 179 775 CHF | 100,00% | 100,00% |