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 | 0,70% | 1,45 CHF | 1,46 CHF | 160 000 | 160 000 | 71 362 | 71 362 | 103 657 CHF | 104 372 CHF | 100,00% | 100,00% |
25/09/2024 | 0,73% | 1,39 CHF | 1,40 CHF | 160 000 | 160 000 | 71 313 | 71 212 | 99 925 CHF | 100 498 CHF | 99,90% | 99,90% |
24/09/2024 | 0,68% | 1,40 CHF | 1,41 CHF | 160 000 | 160 000 | 70 766 | 70 766 | 103 905 CHF | 104 614 CHF | 100,00% | 100,00% |
23/09/2024 | 0,72% | 1,49 CHF | 1,50 CHF | 160 000 | 160 000 | 68 623 | 68 623 | 98 761 CHF | 99 448 CHF | 99,74% | 99,74% |
20/09/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 160 000 | 160 000 | 71 172 | 71 172 | 96 590 CHF | 97 305 CHF | 100,00% | 100,00% |
19/09/2024 | 0,70% | 1,45 CHF | 1,46 CHF | 160 000 | 160 000 | 72 375 | 72 375 | 103 868 CHF | 104 593 CHF | 97,65% | 97,65% |
18/09/2024 | 0,75% | 1,40 CHF | 1,41 CHF | 160 000 | 160 000 | 71 468 | 71 183 | 97 735 CHF | 98 063 CHF | 99,95% | 99,95% |
12/09/2024 | 0,80% | 1,27 CHF | 1,28 CHF | 170 000 | 170 000 | 76 349 | 76 349 | 96 637 CHF | 97 401 CHF | 100,00% | 100,00% |
11/09/2024 | 0,87% | 1,18 CHF | 1,19 CHF | 170 000 | 170 000 | 75 717 | 75 717 | 89 076 CHF | 89 834 CHF | 99,90% | 99,90% |
10/09/2024 | 0,83% | 1,22 CHF | 1,23 CHF | 170 000 | 170 000 | 71 879 | 71 879 | 87 497 CHF | 88 217 CHF | 99,99% | 99,99% |