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 | 0,20% | 4,98 CHF | 4,99 CHF | 56 000 | 56 000 | 55 769 | 55 769 | 274 992 CHF | 275 550 CHF | 100,00% | 100,00% |
25/09/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 56 000 | 56 000 | 55 990 | 55 990 | 260 728 CHF | 261 288 CHF | 100,00% | 100,00% |
24/09/2024 | 0,21% | 4,65 CHF | 4,66 CHF | 56 000 | 56 000 | 55 777 | 55 777 | 264 478 CHF | 265 036 CHF | 100,00% | 100,00% |
23/09/2024 | 0,22% | 4,54 CHF | 4,55 CHF | 60 000 | 60 000 | 57 299 | 57 299 | 263 943 CHF | 264 516 CHF | 99,82% | 99,82% |
20/09/2024 | 0,21% | 4,56 CHF | 4,57 CHF | 60 000 | 60 000 | 55 979 | 55 979 | 262 356 CHF | 262 916 CHF | 99,42% | 99,42% |
19/09/2024 | 0,20% | 4,99 CHF | 5,00 CHF | 56 000 | 56 000 | 55 764 | 55 764 | 281 132 CHF | 281 689 CHF | 98,11% | 98,11% |
18/09/2024 | 0,21% | 4,84 CHF | 4,85 CHF | 56 000 | 56 000 | 55 768 | 55 768 | 266 359 CHF | 266 917 CHF | 99,19% | 99,19% |
12/09/2024 | 0,21% | 4,65 CHF | 4,66 CHF | 56 000 | 56 000 | 55 806 | 55 806 | 262 567 CHF | 263 125 CHF | 99,99% | 99,99% |
11/09/2024 | 0,22% | 4,48 CHF | 4,49 CHF | 60 000 | 60 000 | 59 702 | 59 702 | 267 654 CHF | 268 251 CHF | 99,99% | 99,99% |
10/09/2024 | 0,22% | 4,41 CHF | 4,42 CHF | 60 000 | 60 000 | 59 752 | 59 752 | 269 278 CHF | 269 875 CHF | 99,99% | 99,99% |