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 | 0,67% | 1,51 CHF | 1,52 CHF | 90 000 | 90 000 | 90 002 | 90 002 | 133 367 CHF | 134 267 CHF | 100,00% | 100,00% |
25/09/2024 | 0,74% | 1,31 CHF | 1,32 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 127 337 CHF | 128 287 CHF | 100,00% | 100,00% |
24/09/2024 | 0,75% | 1,35 CHF | 1,36 CHF | 95 000 | 95 000 | 95 000 | 95 000 | 126 952 CHF | 127 902 CHF | 100,00% | 100,00% |
23/09/2024 | 0,88% | 1,16 CHF | 1,17 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 113 372 CHF | 114 372 CHF | 100,00% | 100,00% |
20/09/2024 | 0,84% | 1,14 CHF | 1,15 CHF | 100 000 | 100 000 | 97 510 | 97 510 | 115 618 CHF | 116 593 CHF | 99,99% | 99,99% |
19/09/2024 | 0,81% | 1,24 CHF | 1,25 CHF | 95 000 | 95 000 | 95 987 | 95 987 | 118 093 CHF | 119 053 CHF | 97,88% | 97,88% |
18/09/2024 | 0,93% | 1,08 CHF | 1,09 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 106 531 CHF | 107 531 CHF | 99,19% | 99,19% |
12/09/2024 | 1,10% | 0,91 CHF | 0,92 CHF | 105 000 | 105 000 | 105 000 | 105 000 | 95 001 CHF | 96 051 CHF | 99,98% | 99,98% |
11/09/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 110 000 | 110 000 | 106 773 | 106 773 | 91 331 CHF | 92 400 CHF | 100,00% | 100,00% |
10/09/2024 | 1,16% | 0,83 CHF | 0,84 CHF | 110 000 | 110 000 | 107 113 | 107 113 | 91 912 CHF | 92 983 CHF | 99,75% | 99,75% |