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 | 0,75% | 1,26 CHF | 1,27 CHF | 90 100 | 90 100 | 89 845 | 89 845 | 119 325 CHF | 120 223 CHF | 100,00% | 100,00% |
25/09/2024 | 1,07% | 0,99 CHF | 1,00 CHF | 99 800 | 99 800 | 100 790 | 100 790 | 93 769 CHF | 94 777 CHF | 100,00% | 100,00% |
24/09/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 111 200 | 111 200 | 110 430 | 110 430 | 100 764 CHF | 101 868 CHF | 100,00% | 100,00% |
23/09/2024 | 1,15% | 0,82 CHF | 0,83 CHF | 112 700 | 112 700 | 112 373 | 112 373 | 97 416 CHF | 98 540 CHF | 100,00% | 100,00% |
20/09/2024 | 1,06% | 0,74 CHF | 0,75 CHF | 79 200 | 79 200 | 77 580 | 77 580 | 73 363 CHF | 74 139 CHF | 100,00% | 100,00% |
19/09/2024 | 0,88% | 1,18 CHF | 1,19 CHF | 98 800 | 98 800 | 99 899 | 99 899 | 112 962 CHF | 113 961 CHF | 98,10% | 98,10% |
18/09/2024 | 1,08% | 0,89 CHF | 0,90 CHF | 92 200 | 92 200 | 92 239 | 92 239 | 84 725 CHF | 85 647 CHF | 99,19% | 99,19% |
12/09/2024 | 0,96% | 1,01 CHF | 1,02 CHF | 113 700 | 113 700 | 113 292 | 113 292 | 117 616 CHF | 118 750 CHF | 99,99% | 99,99% |
11/09/2024 | 1,30% | 0,76 CHF | 0,77 CHF | 149 300 | 149 300 | 149 492 | 149 492 | 113 969 CHF | 115 464 CHF | 100,00% | 100,00% |
10/09/2024 | 1,56% | 0,59 CHF | 0,60 CHF | 147 600 | 147 600 | 136 538 | 136 538 | 86 510 CHF | 87 876 CHF | 100,00% | 100,00% |