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 | 0,98% | 2,33 CHF | 2,34 CHF | 62 000 | 62 000 | 26 679 | 26 679 | 63 372 CHF | 63 855 CHF | 99,98% | 99,98% |
25/09/2024 | 0,96% | 2,48 CHF | 2,49 CHF | 60 000 | 60 000 | 26 766 | 26 766 | 65 489 CHF | 65 973 CHF | 99,32% | 99,32% |
24/09/2024 | 0,99% | 2,41 CHF | 2,42 CHF | 60 000 | 60 000 | 26 745 | 26 745 | 63 446 CHF | 63 933 CHF | 99,40% | 99,40% |
23/09/2024 | 1,04% | 2,23 CHF | 2,24 CHF | 62 000 | 62 000 | 27 970 | 27 970 | 62 284 CHF | 62 793 CHF | 100,00% | 100,00% |
20/09/2024 | 1,04% | 2,25 CHF | 2,26 CHF | 62 000 | 62 000 | 28 002 | 28 002 | 62 341 CHF | 62 850 CHF | 100,00% | 100,00% |
19/09/2024 | 0,96% | 2,20 CHF | 2,21 CHF | 62 000 | 62 000 | 27 106 | 27 106 | 63 225 CHF | 63 702 CHF | 97,48% | 97,48% |
18/09/2024 | 0,96% | 2,48 CHF | 2,49 CHF | 60 000 | 60 000 | 25 289 | 25 289 | 64 542 CHF | 64 997 CHF | 100,00% | 100,00% |
12/09/2024 | 1,13% | 1,64 CHF | 1,65 CHF | 70 000 | 70 000 | 32 327 | 32 327 | 50 642 CHF | 51 132 CHF | 100,00% | 100,00% |
11/09/2024 | 1,07% | 1,63 CHF | 1,64 CHF | 72 000 | 72 000 | 31 880 | 31 880 | 52 779 CHF | 53 261 CHF | 99,89% | 99,89% |
10/09/2024 | 1,11% | 1,72 CHF | 1,73 CHF | 70 000 | 70 000 | 31 800 | 31 800 | 52 792 CHF | 53 276 CHF | 99,92% | 99,92% |