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 | 1,52% | 1,01 CHF | 1,02 CHF | 106 000 | 106 000 | 46 073 | 46 073 | 46 914 CHF | 47 507 CHF | 100,00% | 100,00% |
25/09/2024 | 1,68% | 0,93 CHF | 0,94 CHF | 108 000 | 108 000 | 48 352 | 48 352 | 44 619 CHF | 45 247 CHF | 99,40% | 99,40% |
24/09/2024 | 1,70% | 0,94 CHF | 0,95 CHF | 108 000 | 108 000 | 48 271 | 48 271 | 44 409 CHF | 45 035 CHF | 99,45% | 99,45% |
23/09/2024 | 1,79% | 0,86 CHF | 0,87 CHF | 110 000 | 110 000 | 49 103 | 49 103 | 41 795 CHF | 42 432 CHF | 99,90% | 99,90% |
20/09/2024 | 1,75% | 0,88 CHF | 0,89 CHF | 108 000 | 108 000 | 48 914 | 48 914 | 43 202 CHF | 43 838 CHF | 100,00% | 100,00% |
19/09/2024 | 2,19% | 0,69 CHF | 0,70 CHF | 116 000 | 116 000 | 50 614 | 50 614 | 35 493 CHF | 36 136 CHF | 97,61% | 97,61% |
18/09/2024 | 2,41% | 0,65 CHF | 0,66 CHF | 116 000 | 116 000 | 53 012 | 53 012 | 33 799 CHF | 34 488 CHF | 100,00% | 100,00% |
12/09/2024 | 2,76% | 0,54 CHF | 0,55 CHF | 120 000 | 120 000 | 53 671 | 53 671 | 29 187 CHF | 29 879 CHF | 99,99% | 99,99% |
11/09/2024 | 1,94% | 0,48 CHF | 0,49 CHF | 122 000 | 122 000 | 54 616 | 54 616 | 28 018 CHF | 28 566 CHF | 99,90% | 99,90% |
10/09/2024 | 2,63% | 0,53 CHF | 0,54 CHF | 122 000 | 122 000 | 53 759 | 53 759 | 30 450 CHF | 31 148 CHF | 100,00% | 100,00% |