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 | 1,37% | 0,73 CHF | 0,74 CHF | 84 000 | 84 000 | 81 480 | 81 480 | 59 288 CHF | 60 103 CHF | 100,00% | 100,00% |
25/09/2024 | 1,61% | 0,62 CHF | 0,63 CHF | 88 000 | 88 000 | 85 655 | 85 655 | 52 745 CHF | 53 601 CHF | 100,00% | 100,00% |
24/09/2024 | 1,63% | 0,60 CHF | 0,61 CHF | 88 000 | 88 000 | 85 707 | 85 707 | 52 099 CHF | 52 956 CHF | 100,00% | 100,00% |
23/09/2024 | 2,04% | 0,51 CHF | 0,52 CHF | 92 000 | 92 000 | 90 854 | 90 854 | 44 129 CHF | 45 038 CHF | 100,00% | 100,00% |
20/09/2024 | 1,99% | 0,48 CHF | 0,49 CHF | 94 000 | 94 000 | 89 989 | 89 989 | 44 861 CHF | 45 761 CHF | 100,00% | 100,00% |
19/09/2024 | 1,77% | 0,53 CHF | 0,54 CHF | 92 000 | 92 000 | 88 181 | 88 181 | 49 276 CHF | 50 158 CHF | 97,87% | 97,87% |
18/09/2024 | 2,11% | 0,48 CHF | 0,49 CHF | 94 000 | 94 000 | 92 220 | 92 220 | 43 224 CHF | 44 146 CHF | 99,19% | 99,19% |
12/09/2024 | 2,25% | 0,44 CHF | 0,45 CHF | 96 000 | 96 000 | 93 561 | 93 561 | 41 051 CHF | 41 986 CHF | 100,00% | 100,00% |
11/09/2024 | 2,46% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 95 712 | 95 712 | 38 553 CHF | 39 511 CHF | 100,00% | 100,00% |
10/09/2024 | 2,43% | 0,39 CHF | 0,40 CHF | 100 000 | 100 000 | 95 662 | 95 662 | 38 983 CHF | 39 940 CHF | 99,75% | 99,75% |