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 | 1,80% | 1,10 CHF | 1,11 CHF | 8 960 | 8 960 | 5 956 | 5 956 | 6 293 CHF | 6 398 CHF | 99,93% | 99,93% |
25/09/2024 | 1,84% | 1,30 CHF | 1,31 CHF | 7 730 | 7 730 | 5 265 | 5 265 | 7 542 CHF | 7 671 CHF | 100,00% | 100,00% |
24/09/2024 | 1,80% | 1,54 CHF | 1,55 CHF | 7 390 | 7 390 | 4 927 | 4 927 | 7 476 CHF | 7 596 CHF | 100,00% | 100,00% |
23/09/2024 | 1,72% | 1,63 CHF | 1,64 CHF | 7 180 | 7 180 | 4 774 | 4 774 | 7 517 CHF | 7 633 CHF | 100,00% | 100,00% |
20/09/2024 | 1,71% | 1,77 CHF | 1,78 CHF | 7 560 | 7 560 | 4 982 | 4 982 | 7 977 CHF | 8 099 CHF | 100,00% | 100,00% |
19/09/2024 | 2,09% | 1,53 CHF | 1,55 CHF | 4 590 | 4 590 | 3 131 | 3 131 | 5 578 CHF | 5 689 CHF | 99,92% | 99,92% |
18/09/2024 | 2,02% | 2,20 CHF | 2,22 CHF | 5 380 | 5 380 | 3 525 | 3 525 | 7 542 CHF | 7 662 CHF | 100,00% | 100,00% |
12/09/2024 | 1,74% | 2,17 CHF | 2,19 CHF | 5 080 | 5 080 | 3 402 | 3 402 | 7 512 CHF | 7 632 CHF | 99,86% | 99,86% |
11/09/2024 | 1,80% | 3,18 CHF | 3,21 CHF | 3 600 | 3 600 | 2 405 | 2 405 | 7 533 CHF | 7 659 CHF | 99,82% | 99,82% |
10/09/2024 | 1,77% | 3,83 CHF | 3,87 CHF | 2 850 | 2 850 | 1 912 | 1 912 | 7 407 CHF | 7 529 CHF | 99,93% | 99,93% |