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 | 1,87% | 0,54 CHF | 0,55 CHF | 87 000 | 87 000 | 86 970 | 86 970 | 46 118 CHF | 46 988 CHF | 100,00% | 100,00% |
25/09/2024 | 1,97% | 0,47 CHF | 0,48 CHF | 86 000 | 86 000 | 86 090 | 86 090 | 43 447 CHF | 44 308 CHF | 99,50% | 99,50% |
24/09/2024 | 1,90% | 0,51 CHF | 0,52 CHF | 87 000 | 87 000 | 86 916 | 86 916 | 45 482 CHF | 46 351 CHF | 99,47% | 99,47% |
23/09/2024 | 1,88% | 0,51 CHF | 0,52 CHF | 87 000 | 87 000 | 86 788 | 86 788 | 45 769 CHF | 46 637 CHF | 100,00% | 100,00% |
20/09/2024 | 2,18% | 0,49 CHF | 0,50 CHF | 86 000 | 86 000 | 85 167 | 85 167 | 38 769 CHF | 39 621 CHF | 100,00% | 100,00% |