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 | 0,52% | 1,92 CHF | 1,93 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 165 367 CHF | 166 236 CHF | 100,00% | 100,00% |
25/09/2024 | 0,53% | 1,84 CHF | 1,85 CHF | 86 000 | 86 000 | 86 090 | 86 090 | 161 653 CHF | 162 514 CHF | 99,53% | 99,53% |
24/09/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 87 000 | 87 000 | 86 916 | 86 916 | 164 404 CHF | 165 273 CHF | 99,50% | 99,50% |
23/09/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 87 000 | 87 000 | 86 789 | 86 789 | 164 594 CHF | 165 462 CHF | 100,00% | 100,00% |
20/09/2024 | 0,55% | 1,86 CHF | 1,87 CHF | 86 000 | 86 000 | 85 166 | 85 166 | 155 211 CHF | 156 062 CHF | 100,00% | 100,00% |
19/09/2024 | 0,55% | 1,83 CHF | 1,84 CHF | 86 000 | 86 000 | 85 446 | 85 446 | 155 494 CHF | 156 349 CHF | 97,78% | 97,78% |
18/09/2024 | 0,52% | 1,93 CHF | 1,94 CHF | 89 000 | 89 000 | 87 769 | 87 769 | 166 992 CHF | 167 869 CHF | 100,00% | 100,00% |
12/09/2024 | 0,62% | 1,57 CHF | 1,58 CHF | 82 000 | 82 000 | 82 126 | 82 126 | 131 888 CHF | 132 709 CHF | 100,00% | 100,00% |
11/09/2024 | 0,61% | 1,65 CHF | 1,66 CHF | 84 000 | 84 000 | 83 576 | 83 576 | 137 754 CHF | 138 590 CHF | 100,00% | 100,00% |
10/09/2024 | 0,60% | 1,64 CHF | 1,65 CHF | 84 000 | 84 000 | 83 904 | 83 904 | 139 788 CHF | 140 627 CHF | 100,00% | 100,00% |