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 | 0,19% | 5,28 CHF | 5,29 CHF | 22 600 | 22 600 | 22 359 | 22 359 | 118 184 CHF | 118 408 CHF | 100,00% | 100,00% |
25/09/2024 | 0,20% | 5,20 CHF | 5,21 CHF | 22 800 | 22 800 | 22 750 | 22 750 | 117 455 CHF | 117 683 CHF | 100,00% | 100,00% |
24/09/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 23 100 | 23 100 | 22 905 | 22 905 | 116 160 CHF | 116 390 CHF | 100,00% | 100,00% |
23/09/2024 | 0,20% | 5,03 CHF | 5,04 CHF | 23 200 | 23 200 | 23 050 | 23 050 | 115 825 CHF | 116 056 CHF | 100,00% | 100,00% |
20/09/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 23 500 | 23 500 | 23 117 | 23 117 | 116 177 CHF | 116 408 CHF | 100,00% | 100,00% |
19/09/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 22 800 | 22 800 | 22 611 | 22 611 | 117 290 CHF | 117 517 CHF | 100,00% | 100,00% |
18/09/2024 | 0,20% | 4,94 CHF | 4,95 CHF | 23 400 | 23 400 | 23 052 | 23 052 | 114 810 CHF | 115 041 CHF | 100,00% | 100,00% |
12/09/2024 | 0,21% | 4,88 CHF | 4,89 CHF | 23 700 | 23 700 | 23 357 | 23 357 | 114 360 CHF | 114 593 CHF | 99,60% | 99,60% |
11/09/2024 | 0,21% | 4,80 CHF | 4,81 CHF | 23 700 | 23 700 | 23 412 | 23 412 | 112 932 CHF | 113 166 CHF | 99,70% | 99,70% |
10/09/2024 | 0,21% | 4,82 CHF | 4,83 CHF | 23 600 | 23 600 | 23 290 | 23 290 | 113 328 CHF | 113 561 CHF | 99,86% | 99,86% |