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 | 0,49% | 4,66 CHF | 4,67 CHF | 45 000 | 45 000 | 20 520 | 20 520 | 96 478 CHF | 96 853 CHF | 99,35% | 99,35% |
25/09/2024 | 0,50% | 4,64 CHF | 4,65 CHF | 46 000 | 46 000 | 20 513 | 20 513 | 96 013 CHF | 96 388 CHF | 99,90% | 99,90% |
24/09/2024 | 0,49% | 4,71 CHF | 4,72 CHF | 45 000 | 45 000 | 20 457 | 20 457 | 97 673 CHF | 98 047 CHF | 99,75% | 99,75% |
23/09/2024 | 0,48% | 4,80 CHF | 4,81 CHF | 45 000 | 45 000 | 19 722 | 19 722 | 95 679 CHF | 96 036 CHF | 99,85% | 99,85% |
20/09/2024 | 0,47% | 4,92 CHF | 4,93 CHF | 44 000 | 44 000 | 19 724 | 19 724 | 97 188 CHF | 97 545 CHF | 99,63% | 99,63% |
19/09/2024 | 0,48% | 4,91 CHF | 4,92 CHF | 44 000 | 44 000 | 20 047 | 20 047 | 97 584 CHF | 97 946 CHF | 97,99% | 97,99% |
18/09/2024 | 0,49% | 4,73 CHF | 4,74 CHF | 45 000 | 45 000 | 20 464 | 20 464 | 96 559 CHF | 96 934 CHF | 99,97% | 99,97% |
12/09/2024 | 0,50% | 4,69 CHF | 4,70 CHF | 45 000 | 45 000 | 20 564 | 20 564 | 96 245 CHF | 96 622 CHF | 100,00% | 100,00% |
11/09/2024 | 0,50% | 4,52 CHF | 4,53 CHF | 46 000 | 46 000 | 20 916 | 20 916 | 95 934 CHF | 96 316 CHF | 99,85% | 99,85% |
10/09/2024 | 0,48% | 4,59 CHF | 4,60 CHF | 46 000 | 46 000 | 20 181 | 20 181 | 95 588 CHF | 95 951 CHF | 100,00% | 100,00% |