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 | 0,12% | 9,78 CHF | 9,79 CHF | 15 000 | 15 000 | 14 884 | 14 884 | 145 826 CHF | 145 994 CHF | 100,00% | 100,00% |
25/09/2024 | 0,14% | 10,05 CHF | 10,10 CHF | 15 000 | 15 000 | 14 859 | 14 859 | 146 957 CHF | 147 160 CHF | 100,00% | 100,00% |
24/09/2024 | 0,11% | 9,55 CHF | 9,56 CHF | 15 500 | 15 500 | 15 354 | 15 354 | 145 701 CHF | 145 855 CHF | 99,70% | 99,70% |
23/09/2024 | 0,11% | 9,52 CHF | 9,53 CHF | 15 500 | 15 500 | 15 355 | 15 355 | 145 777 CHF | 145 930 CHF | 100,00% | 100,00% |
20/09/2024 | 0,11% | 9,38 CHF | 9,39 CHF | 15 500 | 15 500 | 15 355 | 15 355 | 144 430 CHF | 144 584 CHF | 99,98% | 99,98% |
19/09/2024 | 0,11% | 9,26 CHF | 9,27 CHF | 15 500 | 15 500 | 15 392 | 15 392 | 141 438 CHF | 141 592 CHF | 100,00% | 100,00% |
18/09/2024 | 0,11% | 9,20 CHF | 9,21 CHF | 15 500 | 15 500 | 15 352 | 15 352 | 143 509 CHF | 143 663 CHF | 100,00% | 100,00% |
12/09/2024 | 0,11% | 9,57 CHF | 9,58 CHF | 15 500 | 15 500 | 15 309 | 15 309 | 146 110 CHF | 146 263 CHF | 99,52% | 99,52% |
11/09/2024 | 0,11% | 9,52 CHF | 9,53 CHF | 15 000 | 15 000 | 15 162 | 15 162 | 143 235 CHF | 143 386 CHF | 99,97% | 99,97% |
10/09/2024 | 0,11% | 9,38 CHF | 9,39 CHF | 15 500 | 15 500 | 15 353 | 15 353 | 143 993 CHF | 144 146 CHF | 98,92% | 98,92% |