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 | 1,68% | 0,60 CHF | 0,61 CHF | 84 000 | 84 000 | 81 481 | 81 481 | 48 150 CHF | 48 965 CHF | 100,00% | 100,00% |
25/09/2024 | 2,07% | 0,48 CHF | 0,49 CHF | 88 000 | 88 000 | 85 656 | 85 656 | 41 067 CHF | 41 923 CHF | 100,00% | 100,00% |
24/09/2024 | 2,10% | 0,47 CHF | 0,48 CHF | 88 000 | 88 000 | 85 707 | 85 707 | 40 491 CHF | 41 348 CHF | 100,00% | 100,00% |
23/09/2024 | 2,83% | 0,38 CHF | 0,39 CHF | 92 000 | 92 000 | 90 853 | 90 853 | 31 734 CHF | 32 643 CHF | 100,00% | 100,00% |
20/09/2024 | 2,71% | 0,34 CHF | 0,35 CHF | 94 000 | 94 000 | 89 989 | 89 989 | 32 776 CHF | 33 676 CHF | 100,00% | 100,00% |
19/09/2024 | 2,34% | 0,40 CHF | 0,41 CHF | 92 000 | 92 000 | 88 180 | 88 180 | 37 363 CHF | 38 244 CHF | 97,88% | 97,88% |
18/09/2024 | 2,94% | 0,34 CHF | 0,35 CHF | 94 000 | 94 000 | 92 220 | 92 220 | 30 966 CHF | 31 888 CHF | 99,19% | 99,19% |
12/09/2024 | 3,22% | 0,31 CHF | 0,32 CHF | 96 000 | 96 000 | 93 561 | 93 561 | 28 630 CHF | 29 566 CHF | 100,00% | 100,00% |
11/09/2024 | 3,64% | 0,25 CHF | 0,26 CHF | 100 000 | 100 000 | 95 697 | 95 697 | 25 936 CHF | 26 894 CHF | 100,00% | 100,00% |
10/09/2024 | 3,57% | 0,26 CHF | 0,27 CHF | 100 000 | 100 000 | 95 662 | 95 662 | 26 346 CHF | 27 302 CHF | 99,75% | 99,75% |