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 | 1,34% | 0,79 CHF | 0,80 CHF | 160 000 | 160 000 | 71 992 | 71 992 | 55 502 CHF | 56 226 CHF | 99,98% | 99,98% |
25/09/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 160 000 | 160 000 | 72 006 | 72 006 | 54 251 CHF | 54 975 CHF | 99,90% | 99,90% |
24/09/2024 | 1,36% | 0,75 CHF | 0,76 CHF | 160 000 | 160 000 | 72 989 | 72 989 | 54 908 CHF | 55 641 CHF | 99,74% | 99,74% |
23/09/2024 | 1,42% | 0,77 CHF | 0,78 CHF | 160 000 | 160 000 | 76 826 | 76 826 | 56 843 CHF | 57 618 CHF | 99,81% | 99,81% |
20/09/2024 | 1,42% | 0,67 CHF | 0,68 CHF | 170 000 | 170 000 | 79 243 | 79 243 | 56 665 CHF | 57 461 CHF | 99,90% | 99,90% |
19/09/2024 | 1,56% | 0,71 CHF | 0,72 CHF | 180 000 | 180 000 | 84 590 | 84 590 | 56 882 CHF | 57 734 CHF | 97,95% | 97,95% |
18/09/2024 | 1,83% | 0,59 CHF | 0,60 CHF | 200 000 | 200 000 | 88 125 | 88 125 | 49 473 CHF | 50 358 CHF | 99,99% | 99,99% |
12/09/2024 | 2,00% | 0,52 CHF | 0,53 CHF | 220 000 | 220 000 | 100 167 | 100 167 | 51 916 CHF | 52 924 CHF | 100,00% | 100,00% |
11/09/2024 | 2,10% | 0,49 CHF | 0,50 CHF | 220 000 | 220 000 | 100 564 | 100 564 | 48 652 CHF | 49 662 CHF | 99,90% | 99,90% |
10/09/2024 | 2,05% | 0,47 CHF | 0,48 CHF | 220 000 | 220 000 | 100 377 | 100 377 | 48 932 CHF | 49 940 CHF | 100,00% | 100,00% |