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 | 1,38% | 0,73 CHF | 0,74 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 62 571 CHF | 63 441 CHF | 100,00% | 100,00% |
25/09/2024 | 1,43% | 0,66 CHF | 0,67 CHF | 86 000 | 86 000 | 86 089 | 86 089 | 59 760 CHF | 60 621 CHF | 99,50% | 99,50% |
24/09/2024 | 1,40% | 0,70 CHF | 0,71 CHF | 87 000 | 87 000 | 86 916 | 86 916 | 61 881 CHF | 62 750 CHF | 99,47% | 99,47% |
23/09/2024 | 1,39% | 0,70 CHF | 0,71 CHF | 87 000 | 87 000 | 86 789 | 86 789 | 62 151 CHF | 63 018 CHF | 100,00% | 100,00% |
20/09/2024 | 1,54% | 0,68 CHF | 0,69 CHF | 86 000 | 86 000 | 85 167 | 85 167 | 54 877 CHF | 55 729 CHF | 100,00% | 100,00% |