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 | 0,22% | 9,10 CHF | 9,12 CHF | 12 300 | 12 300 | 12 479 | 12 479 | 111 134 CHF | 111 383 CHF | 100,00% | 100,00% |
25/09/2024 | 0,24% | 8,42 CHF | 8,44 CHF | 13 300 | 13 300 | 13 304 | 13 304 | 109 560 CHF | 109 826 CHF | 100,00% | 100,00% |
24/09/2024 | 0,26% | 7,81 CHF | 7,83 CHF | 14 200 | 14 200 | 14 142 | 14 142 | 108 917 CHF | 109 200 CHF | 100,00% | 100,00% |
23/09/2024 | 0,26% | 7,44 CHF | 7,46 CHF | 14 500 | 14 500 | 14 433 | 14 433 | 109 170 CHF | 109 459 CHF | 100,00% | 100,00% |
20/09/2024 | 0,27% | 7,43 CHF | 7,45 CHF | 14 100 | 14 100 | 14 042 | 14 042 | 105 282 CHF | 105 562 CHF | 100,00% | 100,00% |
19/09/2024 | 0,27% | 7,53 CHF | 7,55 CHF | 15 500 | 15 500 | 15 510 | 15 510 | 115 932 CHF | 116 242 CHF | 97,53% | 97,53% |
18/09/2024 | 0,29% | 6,66 CHF | 6,68 CHF | 15 400 | 15 400 | 15 336 | 15 336 | 104 226 CHF | 104 532 CHF | 99,18% | 99,18% |
12/09/2024 | 0,27% | 7,17 CHF | 7,19 CHF | 15 000 | 15 000 | 14 655 | 14 655 | 106 624 CHF | 106 917 CHF | 100,00% | 100,00% |
11/09/2024 | 0,28% | 7,15 CHF | 7,17 CHF | 14 800 | 14 800 | 14 692 | 14 692 | 106 400 CHF | 106 694 CHF | 99,99% | 99,99% |
10/09/2024 | 0,27% | 7,33 CHF | 7,35 CHF | 14 600 | 14 600 | 14 221 | 14 221 | 105 176 CHF | 105 461 CHF | 100,00% | 100,00% |