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 | 2,01% | 1,10 CHF | 1,11 CHF | 62 000 | 62 000 | 26 679 | 26 679 | 30 466 CHF | 30 949 CHF | 99,98% | 99,98% |
25/09/2024 | 1,96% | 1,24 CHF | 1,25 CHF | 60 000 | 60 000 | 26 767 | 26 767 | 32 510 CHF | 32 994 CHF | 99,32% | 99,32% |
24/09/2024 | 2,07% | 1,18 CHF | 1,19 CHF | 60 000 | 60 000 | 26 745 | 26 745 | 30 525 CHF | 31 013 CHF | 99,41% | 99,41% |
23/09/2024 | 2,32% | 1,00 CHF | 1,01 CHF | 62 000 | 62 000 | 27 969 | 27 969 | 27 750 CHF | 28 259 CHF | 100,00% | 100,00% |
20/09/2024 | 2,33% | 1,01 CHF | 1,02 CHF | 62 000 | 62 000 | 28 001 | 28 001 | 27 828 CHF | 28 337 CHF | 100,00% | 100,00% |
19/09/2024 | 1,96% | 0,97 CHF | 0,98 CHF | 62 000 | 62 000 | 27 103 | 27 103 | 29 856 CHF | 30 333 CHF | 97,49% | 97,49% |
18/09/2024 | 1,79% | 1,25 CHF | 1,26 CHF | 60 000 | 60 000 | 25 289 | 25 289 | 33 562 CHF | 34 017 CHF | 100,00% | 100,00% |
12/09/2024 | 5,04% | 0,40 CHF | 0,41 CHF | 70 000 | 70 000 | 32 320 | 32 320 | 10 652 CHF | 11 141 CHF | 99,99% | 99,99% |
11/09/2024 | 3,97% | 0,40 CHF | 0,41 CHF | 72 000 | 72 000 | 31 878 | 31 878 | 13 640 CHF | 14 122 CHF | 99,89% | 99,89% |