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% | 0,93 CHF | 0,94 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 81 761 CHF | 82 631 CHF | 100,00% | 100,00% |
25/09/2024 | 1,02% | 1,01 CHF | 1,02 CHF | 86 000 | 86 000 | 86 090 | 86 090 | 83 684 CHF | 84 545 CHF | 99,50% | 99,50% |
24/09/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 87 000 | 87 000 | 86 915 | 86 915 | 82 243 CHF | 83 112 CHF | 99,45% | 99,45% |
23/09/2024 | 1,05% | 0,96 CHF | 0,97 CHF | 87 000 | 87 000 | 86 789 | 86 789 | 81 995 CHF | 82 862 CHF | 100,00% | 100,00% |
20/09/2024 | 0,97% | 0,99 CHF | 1,00 CHF | 86 000 | 86 000 | 85 167 | 85 167 | 87 621 CHF | 88 473 CHF | 100,00% | 100,00% |
19/09/2024 | 0,97% | 1,02 CHF | 1,03 CHF | 86 000 | 86 000 | 85 446 | 85 446 | 87 579 CHF | 88 434 CHF | 97,77% | 97,77% |
18/09/2024 | 1,07% | 0,90 CHF | 0,91 CHF | 89 000 | 89 000 | 87 769 | 87 769 | 81 318 CHF | 82 196 CHF | 100,00% | 100,00% |
12/09/2024 | 0,81% | 1,28 CHF | 1,29 CHF | 82 000 | 82 000 | 82 127 | 82 127 | 101 448 CHF | 102 269 CHF | 100,00% | 100,00% |
11/09/2024 | 0,85% | 1,18 CHF | 1,19 CHF | 84 000 | 84 000 | 83 580 | 83 580 | 98 128 CHF | 98 965 CHF | 100,00% | 100,00% |
10/09/2024 | 0,86% | 1,18 CHF | 1,19 CHF | 84 000 | 84 000 | 83 904 | 83 904 | 97 165 CHF | 98 004 CHF | 100,00% | 100,00% |