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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 2,93% | 0,33 CHF | 0,34 CHF | 399 000 | 399 000 | 397 362 | 397 362 | 133 717 CHF | 137 690 CHF | 100,00% | 100,00% |
24/09/2024 | 3,08% | 0,34 CHF | 0,35 CHF | 423 000 | 423 000 | 421 627 | 421 627 | 134 697 CHF | 138 913 CHF | 100,00% | 100,00% |
23/09/2024 | 4,14% | 0,32 CHF | 0,33 CHF | 441 200 | 441 200 | 398 331 | 398 331 | 128 291 CHF | 133 096 CHF | 100,00% | 100,00% |
20/09/2024 | 3,21% | 0,31 CHF | 0,32 CHF | 446 700 | 446 700 | 445 591 | 445 591 | 136 652 CHF | 141 108 CHF | 100,00% | 100,00% |
19/09/2024 | 3,46% | 0,29 CHF | 0,30 CHF | 402 100 | 402 100 | 400 410 | 400 410 | 113 740 CHF | 117 744 CHF | 98,19% | 98,19% |
18/09/2024 | 2,81% | 0,34 CHF | 0,35 CHF | 370 200 | 370 200 | 368 677 | 368 677 | 129 292 CHF | 132 978 CHF | 99,97% | 99,97% |
12/09/2024 | 2,90% | 0,36 CHF | 0,37 CHF | 408 200 | 408 200 | 406 245 | 406 245 | 138 382 CHF | 142 447 CHF | 100,00% | 100,00% |
11/09/2024 | 3,22% | 0,32 CHF | 0,33 CHF | 434 700 | 434 700 | 432 907 | 432 907 | 132 407 CHF | 136 736 CHF | 100,00% | 100,00% |
10/09/2024 | 3,28% | 0,30 CHF | 0,31 CHF | 420 400 | 420 400 | 418 664 | 418 664 | 125 470 CHF | 129 657 CHF | 99,97% | 99,97% |
09/09/2024 | 3,24% | 0,32 CHF | 0,33 CHF | 442 900 | 442 900 | 441 074 | 441 074 | 133 839 CHF | 138 249 CHF | 100,00% | 100,00% |