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 | 1,07% | 1,45 CHF | 1,46 CHF | 106 000 | 106 000 | 46 074 | 46 074 | 66 327 CHF | 66 919 CHF | 100,00% | 100,00% |
25/09/2024 | 1,01% | 1,53 CHF | 1,54 CHF | 108 000 | 108 000 | 48 352 | 48 352 | 74 149 CHF | 74 776 CHF | 99,40% | 99,40% |
24/09/2024 | 1,00% | 1,50 CHF | 1,51 CHF | 108 000 | 108 000 | 48 276 | 48 276 | 74 094 CHF | 74 720 CHF | 99,47% | 99,47% |
23/09/2024 | 0,96% | 1,60 CHF | 1,61 CHF | 110 000 | 110 000 | 49 103 | 49 103 | 79 083 CHF | 79 720 CHF | 99,90% | 99,90% |
20/09/2024 | 0,99% | 1,59 CHF | 1,60 CHF | 108 000 | 108 000 | 48 913 | 48 913 | 77 259 CHF | 77 895 CHF | 100,00% | 100,00% |
19/09/2024 | 0,87% | 1,77 CHF | 1,78 CHF | 116 000 | 116 000 | 50 618 | 50 618 | 88 911 CHF | 89 554 CHF | 97,62% | 97,62% |
18/09/2024 | 0,86% | 1,80 CHF | 1,81 CHF | 116 000 | 116 000 | 53 013 | 53 013 | 95 840 CHF | 96 529 CHF | 100,00% | 100,00% |
12/09/2024 | 0,79% | 1,94 CHF | 1,95 CHF | 120 000 | 120 000 | 53 679 | 53 679 | 103 824 CHF | 104 516 CHF | 100,00% | 100,00% |
11/09/2024 | 0,53% | 1,98 CHF | 1,99 CHF | 122 000 | 122 000 | 54 618 | 54 618 | 106 338 CHF | 106 886 CHF | 99,90% | 99,90% |
10/09/2024 | 0,82% | 1,93 CHF | 1,94 CHF | 122 000 | 122 000 | 53 779 | 53 779 | 101 904 CHF | 102 602 CHF | 100,00% | 100,00% |