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 | 1,42% | 1,59 CHF | 1,60 CHF | 62 000 | 62 000 | 26 679 | 26 679 | 43 498 CHF | 43 980 CHF | 99,98% | 99,98% |
25/09/2024 | 1,39% | 1,73 CHF | 1,74 CHF | 60 000 | 60 000 | 26 766 | 26 766 | 45 565 CHF | 46 049 CHF | 99,33% | 99,33% |
24/09/2024 | 1,45% | 1,67 CHF | 1,68 CHF | 60 000 | 60 000 | 26 745 | 26 745 | 43 573 CHF | 44 060 CHF | 99,41% | 99,41% |
23/09/2024 | 1,56% | 1,49 CHF | 1,50 CHF | 62 000 | 62 000 | 27 970 | 27 970 | 41 435 CHF | 41 944 CHF | 100,00% | 100,00% |
20/09/2024 | 1,57% | 1,50 CHF | 1,51 CHF | 62 000 | 62 000 | 28 002 | 28 002 | 41 485 CHF | 41 994 CHF | 100,00% | 100,00% |
19/09/2024 | 1,39% | 1,46 CHF | 1,47 CHF | 62 000 | 62 000 | 27 104 | 27 104 | 43 059 CHF | 43 536 CHF | 97,48% | 97,48% |
18/09/2024 | 1,33% | 1,74 CHF | 1,75 CHF | 60 000 | 60 000 | 25 288 | 25 288 | 45 824 CHF | 46 279 CHF | 100,00% | 100,00% |
12/09/2024 | 2,12% | 0,89 CHF | 0,90 CHF | 70 000 | 70 000 | 32 322 | 32 322 | 26 485 CHF | 26 974 CHF | 99,99% | 99,99% |
11/09/2024 | 1,92% | 0,88 CHF | 0,89 CHF | 72 000 | 72 000 | 31 878 | 31 878 | 29 144 CHF | 29 627 CHF | 99,90% | 99,90% |
10/09/2024 | 2,03% | 0,98 CHF | 0,99 CHF | 70 000 | 70 000 | 31 815 | 31 815 | 29 244 CHF | 29 727 CHF | 99,92% | 99,92% |