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 | 0,08% | 22,13 CHF | 22,14 CHF | 47 000 | 47 000 | 20 981 | 20 981 | 474 069 CHF | 474 388 CHF | 99,95% | 99,95% |
25/09/2024 | 0,08% | 22,59 CHF | 22,60 CHF | 46 000 | 46 000 | 20 906 | 20 906 | 473 315 CHF | 473 633 CHF | 99,88% | 99,88% |
24/09/2024 | 0,08% | 22,34 CHF | 22,35 CHF | 47 000 | 47 000 | 20 462 | 20 462 | 459 589 CHF | 459 901 CHF | 98,76% | 98,76% |
23/09/2024 | 0,08% | 22,33 CHF | 22,34 CHF | 46 000 | 46 000 | 20 880 | 20 880 | 467 904 CHF | 468 223 CHF | 99,77% | 99,77% |
20/09/2024 | 0,08% | 21,79 CHF | 21,80 CHF | 47 000 | 47 000 | 20 891 | 20 891 | 460 407 CHF | 460 723 CHF | 99,65% | 99,65% |
19/09/2024 | 0,08% | 21,96 CHF | 21,97 CHF | 47 000 | 47 000 | 21 354 | 21 354 | 471 219 CHF | 471 543 CHF | 97,85% | 97,85% |
18/09/2024 | 0,08% | 21,49 CHF | 21,50 CHF | 48 000 | 48 000 | 21 406 | 21 406 | 459 837 CHF | 460 160 CHF | 98,73% | 98,73% |
12/09/2024 | 0,08% | 21,43 CHF | 21,44 CHF | 48 000 | 48 000 | 21 131 | 21 131 | 451 543 CHF | 451 865 CHF | 98,78% | 98,78% |
11/09/2024 | 0,09% | 19,92 CHF | 19,93 CHF | 50 000 | 50 000 | 21 611 | 21 611 | 435 863 CHF | 436 189 CHF | 98,93% | 98,93% |
10/09/2024 | 0,09% | 20,00 CHF | 20,01 CHF | 50 000 | 50 000 | 22 069 | 22 069 | 440 505 CHF | 440 839 CHF | 99,31% | 99,31% |