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 | 0,06% | 28,63 CHF | 28,64 CHF | 47 000 | 47 000 | 20 984 | 20 984 | 610 899 CHF | 611 218 CHF | 99,96% | 99,96% |
25/09/2024 | 0,06% | 29,11 CHF | 29,12 CHF | 46 000 | 46 000 | 20 906 | 20 906 | 609 443 CHF | 609 762 CHF | 99,88% | 99,88% |
24/09/2024 | 0,06% | 28,84 CHF | 28,85 CHF | 47 000 | 47 000 | 20 576 | 20 576 | 596 011 CHF | 596 324 CHF | 99,22% | 99,22% |
23/09/2024 | 0,06% | 28,84 CHF | 28,85 CHF | 46 000 | 46 000 | 20 930 | 20 930 | 605 513 CHF | 605 832 CHF | 100,00% | 100,00% |
20/09/2024 | 0,06% | 28,32 CHF | 28,33 CHF | 47 000 | 47 000 | 20 918 | 20 918 | 597 191 CHF | 597 508 CHF | 100,00% | 100,00% |
19/09/2024 | 0,06% | 28,45 CHF | 28,46 CHF | 47 000 | 47 000 | 21 373 | 21 373 | 610 547 CHF | 610 871 CHF | 98,02% | 98,02% |
18/09/2024 | 0,06% | 27,97 CHF | 27,98 CHF | 48 000 | 48 000 | 21 433 | 21 433 | 599 045 CHF | 599 369 CHF | 99,18% | 99,18% |
12/09/2024 | 0,06% | 27,96 CHF | 27,97 CHF | 48 000 | 48 000 | 21 336 | 21 336 | 595 259 CHF | 595 582 CHF | 99,54% | 99,54% |
11/09/2024 | 0,07% | 26,41 CHF | 26,42 CHF | 50 000 | 50 000 | 21 728 | 21 728 | 579 049 CHF | 579 375 CHF | 99,96% | 99,96% |
10/09/2024 | 0,07% | 26,47 CHF | 26,48 CHF | 50 000 | 50 000 | 22 156 | 22 156 | 585 750 CHF | 586 085 CHF | 99,91% | 99,91% |