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 | 2,33% | 0,44 CHF | 0,45 CHF | 265 000 | 265 000 | 114 726 | 114 726 | 49 618 CHF | 50 768 CHF | 100,00% | 100,00% |
25/09/2024 | 2,14% | 0,47 CHF | 0,48 CHF | 270 000 | 270 000 | 120 669 | 120 669 | 56 823 CHF | 58 032 CHF | 99,42% | 99,42% |
24/09/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 270 000 | 270 000 | 120 432 | 120 432 | 56 746 CHF | 57 953 CHF | 99,51% | 99,51% |
23/09/2024 | 2,02% | 0,50 CHF | 0,51 CHF | 275 000 | 275 000 | 122 524 | 122 524 | 61 459 CHF | 62 686 CHF | 99,90% | 99,90% |
20/09/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 270 000 | 270 000 | 121 613 | 121 613 | 59 531 CHF | 60 754 CHF | 100,00% | 100,00% |
19/09/2024 | 1,80% | 0,57 CHF | 0,58 CHF | 290 000 | 290 000 | 126 444 | 126 444 | 70 776 CHF | 72 042 CHF | 97,64% | 97,64% |
18/09/2024 | 1,74% | 0,58 CHF | 0,59 CHF | 290 000 | 290 000 | 131 537 | 131 537 | 76 428 CHF | 77 746 CHF | 100,00% | 100,00% |
12/09/2024 | 1,61% | 0,63 CHF | 0,64 CHF | 300 000 | 300 000 | 134 139 | 134 139 | 84 549 CHF | 85 893 CHF | 100,00% | 100,00% |
11/09/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 305 000 | 305 000 | 136 251 | 136 251 | 86 919 CHF | 88 284 CHF | 99,90% | 99,90% |
10/09/2024 | 1,66% | 0,63 CHF | 0,64 CHF | 305 000 | 305 000 | 134 064 | 134 064 | 82 615 CHF | 83 958 CHF | 100,00% | 100,00% |