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 | 1,52% | 1,02 CHF | 1,03 CHF | 190 000 | 190 000 | 85 070 | 85 070 | 86 168 CHF | 87 272 CHF | 100,00% | 100,00% |
25/09/2024 | 1,58% | 1,00 CHF | 1,01 CHF | 190 000 | 190 000 | 84 926 | 84 926 | 82 981 CHF | 84 086 CHF | 99,33% | 99,33% |
24/09/2024 | 1,59% | 0,99 CHF | 1,00 CHF | 190 000 | 190 000 | 84 454 | 84 454 | 82 735 CHF | 83 835 CHF | 99,09% | 99,09% |
23/09/2024 | 1,52% | 1,00 CHF | 1,01 CHF | 190 000 | 190 000 | 85 014 | 85 014 | 85 879 CHF | 86 983 CHF | 99,90% | 99,90% |
20/09/2024 | 1,54% | 1,01 CHF | 1,02 CHF | 190 000 | 190 000 | 85 052 | 85 052 | 85 561 CHF | 86 666 CHF | 100,00% | 100,00% |
19/09/2024 | 1,60% | 0,98 CHF | 0,99 CHF | 190 000 | 190 000 | 85 758 | 85 758 | 82 695 CHF | 83 800 CHF | 97,62% | 97,62% |
18/09/2024 | 1,61% | 0,94 CHF | 0,95 CHF | 185 000 | 185 000 | 84 845 | 84 845 | 80 883 CHF | 81 986 CHF | 100,00% | 100,00% |
12/09/2024 | 1,73% | 0,87 CHF | 0,88 CHF | 180 000 | 180 000 | 81 144 | 81 144 | 72 169 CHF | 73 223 CHF | 100,00% | 100,00% |
11/09/2024 | 1,68% | 0,94 CHF | 0,95 CHF | 185 000 | 185 000 | 83 733 | 83 733 | 77 965 CHF | 79 054 CHF | 99,90% | 99,90% |
10/09/2024 | 1,78% | 0,92 CHF | 0,93 CHF | 185 000 | 185 000 | 81 612 | 81 612 | 72 282 CHF | 73 339 CHF | 100,00% | 100,00% |