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 | 0,59% | 1,72 CHF | 1,73 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 148 013 CHF | 148 883 CHF | 100,00% | 100,00% |
25/09/2024 | 0,59% | 1,64 CHF | 1,65 CHF | 86 000 | 86 000 | 86 089 | 86 089 | 144 434 CHF | 145 295 CHF | 99,50% | 99,50% |
24/09/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 87 000 | 87 000 | 86 916 | 86 916 | 147 104 CHF | 147 973 CHF | 99,46% | 99,46% |
23/09/2024 | 0,59% | 1,68 CHF | 1,69 CHF | 87 000 | 87 000 | 86 789 | 86 789 | 147 295 CHF | 148 163 CHF | 100,00% | 100,00% |
20/09/2024 | 0,61% | 1,66 CHF | 1,67 CHF | 86 000 | 86 000 | 85 167 | 85 167 | 138 190 CHF | 139 042 CHF | 100,00% | 100,00% |
19/09/2024 | 0,62% | 1,63 CHF | 1,64 CHF | 86 000 | 86 000 | 85 446 | 85 446 | 138 466 CHF | 139 321 CHF | 97,77% | 97,77% |
18/09/2024 | 0,59% | 1,73 CHF | 1,74 CHF | 89 000 | 89 000 | 87 769 | 87 769 | 149 591 CHF | 150 469 CHF | 100,00% | 100,00% |
12/09/2024 | 0,71% | 1,37 CHF | 1,38 CHF | 82 000 | 82 000 | 82 127 | 82 127 | 115 574 CHF | 116 395 CHF | 100,00% | 100,00% |
11/09/2024 | 0,69% | 1,45 CHF | 1,46 CHF | 84 000 | 84 000 | 83 576 | 83 576 | 121 255 CHF | 122 092 CHF | 100,00% | 100,00% |
10/09/2024 | 0,68% | 1,44 CHF | 1,45 CHF | 84 000 | 84 000 | 83 904 | 83 904 | 123 272 CHF | 124 111 CHF | 100,00% | 100,00% |