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 | 2,35% | 0,93 CHF | 0,94 CHF | 62 000 | 62 000 | 26 679 | 26 679 | 25 920 CHF | 26 403 CHF | 99,98% | 99,98% |
25/09/2024 | 2,29% | 1,07 CHF | 1,08 CHF | 60 000 | 60 000 | 26 767 | 26 767 | 27 958 CHF | 28 442 CHF | 99,31% | 99,31% |
24/09/2024 | 2,44% | 1,01 CHF | 1,02 CHF | 60 000 | 60 000 | 26 743 | 26 743 | 25 968 CHF | 26 456 CHF | 99,40% | 99,40% |
23/09/2024 | 2,80% | 0,83 CHF | 0,84 CHF | 62 000 | 62 000 | 27 970 | 27 970 | 22 989 CHF | 23 498 CHF | 100,00% | 100,00% |
20/09/2024 | 2,80% | 0,84 CHF | 0,85 CHF | 62 000 | 62 000 | 28 002 | 28 002 | 23 056 CHF | 23 565 CHF | 100,00% | 100,00% |
19/09/2024 | 2,29% | 0,80 CHF | 0,81 CHF | 62 000 | 62 000 | 27 104 | 27 104 | 25 252 CHF | 25 729 CHF | 97,48% | 97,48% |
18/09/2024 | 2,03% | 1,08 CHF | 1,09 CHF | 60 000 | 60 000 | 25 289 | 25 289 | 29 282 CHF | 29 737 CHF | 100,00% | 100,00% |
12/09/2024 | 8,93% | 0,23 CHF | 0,24 CHF | 70 000 | 70 000 | 32 324 | 32 324 | 5 280 CHF | 5 734 CHF | 100,00% | 100,00% |
11/09/2024 | 6,35% | 0,23 CHF | 0,24 CHF | 72 000 | 72 000 | 31 877 | 31 877 | 8 227 CHF | 8 709 CHF | 99,89% | 99,89% |