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 | 0,07% | 13,93 CHF | 13,94 CHF | 69 200 | 69 200 | 69 464 | 69 464 | 976 771 CHF | 977 465 CHF | 100,00% | 100,00% |
25/09/2024 | 0,07% | 13,77 CHF | 13,78 CHF | 69 500 | 69 500 | 72 409 | 72 409 | 991 821 CHF | 992 545 CHF | 99,65% | 99,65% |
24/09/2024 | 0,08% | 13,33 CHF | 13,34 CHF | 72 800 | 72 800 | 73 422 | 73 422 | 949 995 CHF | 950 729 CHF | 100,00% | 100,00% |
23/09/2024 | 0,08% | 12,86 CHF | 12,87 CHF | 73 500 | 73 500 | 76 322 | 76 322 | 973 043 CHF | 973 806 CHF | 100,00% | 100,00% |
20/09/2024 | 0,08% | 12,53 CHF | 12,54 CHF | 76 700 | 76 700 | 80 663 | 80 663 | 1 000 700 CHF | 1 001 500 CHF | 100,00% | 100,00% |
19/09/2024 | 0,09% | 11,65 CHF | 11,66 CHF | 81 200 | 81 200 | 81 814 | 81 814 | 956 431 CHF | 957 249 CHF | 98,16% | 98,16% |
18/09/2024 | 0,09% | 11,35 CHF | 11,36 CHF | 81 900 | 81 900 | 81 195 | 81 195 | 923 632 CHF | 924 444 CHF | 100,00% | 100,00% |
12/09/2024 | 0,10% | 11,00 CHF | 11,01 CHF | 85 300 | 85 300 | 90 791 | 90 791 | 946 271 CHF | 947 180 CHF | 99,99% | 99,99% |
11/09/2024 | 0,10% | 10,09 CHF | 10,10 CHF | 91 600 | 91 600 | 91 778 | 91 778 | 932 225 CHF | 933 143 CHF | 99,79% | 99,79% |
10/09/2024 | 0,10% | 9,98 CHF | 9,99 CHF | 91 800 | 91 800 | 92 770 | 92 770 | 918 819 CHF | 919 747 CHF | 99,78% | 99,78% |