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 | 0,63% | 2,48 CHF | 2,49 CHF | 220 000 | 220 000 | 98 035 | 98 035 | 242 694 CHF | 243 965 CHF | 99,82% | 99,82% |
25/09/2024 | 0,64% | 2,43 CHF | 2,44 CHF | 220 000 | 220 000 | 99 200 | 99 200 | 241 244 CHF | 242 539 CHF | 99,91% | 99,91% |
24/09/2024 | 0,64% | 2,42 CHF | 2,43 CHF | 230 000 | 230 000 | 102 777 | 102 777 | 247 587 CHF | 248 921 CHF | 100,00% | 100,00% |
23/09/2024 | 0,65% | 2,41 CHF | 2,42 CHF | 230 000 | 230 000 | 102 548 | 102 548 | 246 966 CHF | 248 298 CHF | 99,98% | 99,98% |
20/09/2024 | 0,66% | 2,42 CHF | 2,43 CHF | 230 000 | 230 000 | 102 836 | 102 836 | 243 094 CHF | 244 430 CHF | 100,00% | 100,00% |
19/09/2024 | 0,67% | 2,34 CHF | 2,35 CHF | 230 000 | 230 000 | 103 760 | 103 760 | 241 646 CHF | 242 988 CHF | 98,00% | 98,00% |
18/09/2024 | 0,68% | 2,26 CHF | 2,27 CHF | 230 000 | 230 000 | 103 522 | 103 522 | 234 422 CHF | 235 762 CHF | 99,19% | 99,19% |
12/09/2024 | 0,71% | 2,18 CHF | 2,19 CHF | 240 000 | 240 000 | 107 400 | 107 400 | 232 799 CHF | 234 194 CHF | 100,00% | 100,00% |
11/09/2024 | 0,73% | 2,06 CHF | 2,07 CHF | 250 000 | 250 000 | 105 979 | 105 979 | 221 485 CHF | 222 866 CHF | 99,90% | 99,90% |
10/09/2024 | 0,73% | 2,12 CHF | 2,13 CHF | 240 000 | 240 000 | 107 531 | 107 531 | 227 602 CHF | 228 997 CHF | 99,75% | 99,75% |