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 | 1,10% | 0,92 CHF | 0,93 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 78 899 CHF | 79 769 CHF | 100,00% | 100,00% |
25/09/2024 | 1,13% | 0,84 CHF | 0,85 CHF | 86 000 | 86 000 | 86 090 | 86 090 | 75 919 CHF | 76 780 CHF | 99,51% | 99,51% |
24/09/2024 | 1,11% | 0,89 CHF | 0,90 CHF | 87 000 | 87 000 | 86 916 | 86 916 | 78 175 CHF | 79 044 CHF | 99,46% | 99,46% |
23/09/2024 | 1,10% | 0,89 CHF | 0,90 CHF | 87 000 | 87 000 | 86 789 | 86 789 | 78 362 CHF | 79 229 CHF | 100,00% | 100,00% |
20/09/2024 | 1,20% | 0,87 CHF | 0,88 CHF | 86 000 | 86 000 | 85 167 | 85 167 | 70 842 CHF | 71 694 CHF | 100,00% | 100,00% |
19/09/2024 | 1,20% | 0,84 CHF | 0,85 CHF | 86 000 | 86 000 | 85 446 | 85 446 | 71 040 CHF | 71 895 CHF | 97,77% | 97,77% |
18/09/2024 | 1,09% | 0,94 CHF | 0,95 CHF | 89 000 | 89 000 | 87 769 | 87 769 | 80 290 CHF | 81 168 CHF | 100,00% | 100,00% |