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 | 1,06% | 2,15 CHF | 2,16 CHF | 62 000 | 62 000 | 26 681 | 26 681 | 58 608 CHF | 59 091 CHF | 99,98% | 99,98% |
25/09/2024 | 1,04% | 2,30 CHF | 2,31 CHF | 60 000 | 60 000 | 26 766 | 26 766 | 60 707 CHF | 61 190 CHF | 99,33% | 99,33% |
24/09/2024 | 1,08% | 2,23 CHF | 2,24 CHF | 60 000 | 60 000 | 26 746 | 26 746 | 58 679 CHF | 59 166 CHF | 99,41% | 99,41% |
23/09/2024 | 1,13% | 2,05 CHF | 2,06 CHF | 62 000 | 62 000 | 27 970 | 27 970 | 57 300 CHF | 57 809 CHF | 100,00% | 100,00% |
20/09/2024 | 1,13% | 2,07 CHF | 2,08 CHF | 62 000 | 62 000 | 28 002 | 28 002 | 57 338 CHF | 57 847 CHF | 100,00% | 100,00% |
19/09/2024 | 1,04% | 2,02 CHF | 2,03 CHF | 62 000 | 62 000 | 27 105 | 27 105 | 58 384 CHF | 58 861 CHF | 97,48% | 97,48% |
18/09/2024 | 1,03% | 2,30 CHF | 2,31 CHF | 60 000 | 60 000 | 25 288 | 25 288 | 60 045 CHF | 60 500 CHF | 100,00% | 100,00% |
12/09/2024 | 1,27% | 1,46 CHF | 1,47 CHF | 70 000 | 70 000 | 32 327 | 32 327 | 44 848 CHF | 45 337 CHF | 100,00% | 100,00% |
11/09/2024 | 1,20% | 1,45 CHF | 1,46 CHF | 72 000 | 72 000 | 31 881 | 31 881 | 47 102 CHF | 47 585 CHF | 99,90% | 99,90% |
10/09/2024 | 1,24% | 1,55 CHF | 1,56 CHF | 70 000 | 70 000 | 31 801 | 31 801 | 47 151 CHF | 47 634 CHF | 99,92% | 99,92% |