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 | 2,17% | 1,01 CHF | 1,02 CHF | 62 000 | 62 000 | 26 679 | 26 679 | 28 193 CHF | 28 675 CHF | 99,98% | 99,98% |
25/09/2024 | 2,11% | 1,16 CHF | 1,17 CHF | 60 000 | 60 000 | 26 766 | 26 766 | 30 220 CHF | 30 704 CHF | 99,32% | 99,32% |
24/09/2024 | 2,24% | 1,10 CHF | 1,11 CHF | 60 000 | 60 000 | 26 743 | 26 743 | 28 249 CHF | 28 736 CHF | 99,40% | 99,40% |
23/09/2024 | 2,54% | 0,91 CHF | 0,92 CHF | 62 000 | 62 000 | 27 969 | 27 969 | 25 373 CHF | 25 881 CHF | 100,00% | 100,00% |
20/09/2024 | 2,54% | 0,93 CHF | 0,94 CHF | 62 000 | 62 000 | 28 001 | 28 001 | 25 448 CHF | 25 957 CHF | 100,00% | 100,00% |
19/09/2024 | 2,11% | 0,89 CHF | 0,90 CHF | 62 000 | 62 000 | 27 104 | 27 104 | 27 557 CHF | 28 034 CHF | 97,48% | 97,48% |
18/09/2024 | 1,90% | 1,17 CHF | 1,18 CHF | 60 000 | 60 000 | 25 288 | 25 288 | 31 416 CHF | 31 871 CHF | 100,00% | 100,00% |
12/09/2024 | 6,40% | 0,32 CHF | 0,33 CHF | 70 000 | 70 000 | 32 326 | 32 326 | 7 919 CHF | 8 392 CHF | 100,00% | 100,00% |
11/09/2024 | 4,88% | 0,31 CHF | 0,32 CHF | 72 000 | 72 000 | 31 878 | 31 878 | 10 938 CHF | 11 421 CHF | 99,89% | 99,89% |