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 | 0,44% | 11,35 CHF | 11,40 CHF | 15 000 | 15 000 | 14 874 | 14 874 | 169 406 CHF | 170 150 CHF | 100,00% | 100,00% |
25/09/2024 | 0,44% | 11,65 CHF | 11,70 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 170 626 CHF | 171 370 CHF | 100,00% | 100,00% |
24/09/2024 | 0,46% | 11,15 CHF | 11,20 CHF | 15 500 | 15 500 | 15 355 | 15 355 | 170 087 CHF | 170 856 CHF | 100,00% | 100,00% |
23/09/2024 | 0,45% | 11,10 CHF | 11,15 CHF | 15 500 | 15 500 | 15 355 | 15 355 | 170 137 CHF | 170 906 CHF | 100,00% | 100,00% |
20/09/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 15 500 | 15 500 | 15 355 | 15 355 | 168 810 CHF | 169 578 CHF | 99,98% | 99,98% |
19/09/2024 | 0,47% | 10,85 CHF | 10,90 CHF | 15 500 | 15 500 | 15 381 | 15 381 | 165 789 CHF | 166 559 CHF | 100,00% | 100,00% |
18/09/2024 | 0,46% | 10,80 CHF | 10,85 CHF | 15 500 | 15 500 | 15 349 | 15 349 | 167 797 CHF | 168 565 CHF | 100,00% | 100,00% |
12/09/2024 | 0,45% | 11,15 CHF | 11,20 CHF | 15 500 | 15 500 | 15 306 | 15 306 | 170 392 CHF | 171 158 CHF | 100,00% | 100,00% |
11/09/2024 | 0,46% | 11,10 CHF | 11,15 CHF | 15 500 | 15 500 | 15 170 | 15 170 | 167 379 CHF | 168 139 CHF | 100,00% | 100,00% |
10/09/2024 | 0,46% | 10,95 CHF | 11,00 CHF | 15 500 | 15 500 | 15 355 | 15 355 | 168 305 CHF | 169 074 CHF | 99,91% | 99,91% |