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 | 2,09% | 0,74 CHF | 0,75 CHF | 106 000 | 106 000 | 46 074 | 46 074 | 33 738 CHF | 34 330 CHF | 100,00% | 100,00% |
25/09/2024 | 1,85% | 0,82 CHF | 0,83 CHF | 108 000 | 108 000 | 48 352 | 48 352 | 39 987 CHF | 40 615 CHF | 99,40% | 99,40% |
24/09/2024 | 1,82% | 0,80 CHF | 0,81 CHF | 108 000 | 108 000 | 48 275 | 48 275 | 39 964 CHF | 40 591 CHF | 99,47% | 99,47% |
23/09/2024 | 1,72% | 0,89 CHF | 0,90 CHF | 110 000 | 110 000 | 49 103 | 49 103 | 44 296 CHF | 44 934 CHF | 99,90% | 99,90% |
20/09/2024 | 1,79% | 0,88 CHF | 0,89 CHF | 108 000 | 108 000 | 48 913 | 48 913 | 42 621 CHF | 43 258 CHF | 100,00% | 100,00% |
19/09/2024 | 1,45% | 1,06 CHF | 1,07 CHF | 116 000 | 116 000 | 50 619 | 50 619 | 53 119 CHF | 53 762 CHF | 97,61% | 97,61% |
18/09/2024 | 1,39% | 1,10 CHF | 1,11 CHF | 116 000 | 116 000 | 53 013 | 53 013 | 58 568 CHF | 59 257 CHF | 100,00% | 100,00% |
12/09/2024 | 1,25% | 1,23 CHF | 1,24 CHF | 120 000 | 120 000 | 53 678 | 53 678 | 65 572 CHF | 66 264 CHF | 100,00% | 100,00% |
11/09/2024 | 0,83% | 1,27 CHF | 1,28 CHF | 122 000 | 122 000 | 54 617 | 54 617 | 67 750 CHF | 68 297 CHF | 99,90% | 99,90% |
10/09/2024 | 1,32% | 1,22 CHF | 1,23 CHF | 122 000 | 122 000 | 53 779 | 53 779 | 63 878 CHF | 64 576 CHF | 100,00% | 100,00% |