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 | 0,84% | 1,24 CHF | 1,25 CHF | 100 000 | 100 000 | 97 502 | 97 302 | 121 555 CHF | 122 309 CHF | 99,22% | 99,22% |
25/09/2024 | 0,85% | 1,21 CHF | 1,22 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 117 720 CHF | 118 720 CHF | 99,37% | 99,37% |
24/09/2024 | 0,90% | 1,11 CHF | 1,12 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 110 755 CHF | 111 755 CHF | 100,00% | 100,00% |
23/09/2024 | 0,93% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 646 CHF | 107 646 CHF | 99,38% | 99,38% |
20/09/2024 | 0,96% | 1,03 CHF | 1,04 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 922 CHF | 104 922 CHF | 89,67% | 89,67% |
19/09/2024 | 0,92% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 108 525 CHF | 109 525 CHF | 99,34% | 99,34% |
18/09/2024 | 0,93% | 1,06 CHF | 1,07 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 710 CHF | 107 710 CHF | 98,77% | 98,77% |
12/09/2024 | 0,96% | 1,07 CHF | 1,08 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 103 492 CHF | 104 492 CHF | 97,78% | 97,78% |
11/09/2024 | 0,98% | 0,99 CHF | 1,00 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 101 106 CHF | 102 106 CHF | 98,88% | 98,88% |
10/09/2024 | 1,39% | 0,98 CHF | 0,99 CHF | 100 000 | 100 000 | 78 493 | 78 493 | 79 268 CHF | 80 268 CHF | 100,00% | 100,00% |