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 | 0,34% | 8,88 CHF | 8,91 CHF | 22 200 | 22 200 | 22 185 | 22 185 | 192 991 CHF | 193 657 CHF | 100,00% | 100,00% |
25/09/2024 | 0,34% | 8,67 CHF | 8,70 CHF | 22 500 | 22 500 | 22 500 | 22 500 | 195 413 CHF | 196 088 CHF | 99,51% | 99,51% |
24/09/2024 | 0,35% | 8,55 CHF | 8,58 CHF | 23 400 | 23 400 | 23 624 | 23 624 | 199 736 CHF | 200 445 CHF | 99,47% | 99,47% |
23/09/2024 | 0,36% | 8,16 CHF | 8,19 CHF | 24 400 | 24 400 | 24 449 | 24 449 | 200 930 CHF | 201 664 CHF | 100,00% | 100,00% |
20/09/2024 | 0,35% | 8,01 CHF | 8,04 CHF | 21 600 | 21 600 | 21 232 | 21 232 | 184 417 CHF | 185 054 CHF | 100,00% | 100,00% |
19/09/2024 | 0,32% | 9,27 CHF | 9,30 CHF | 20 700 | 20 700 | 20 544 | 20 544 | 194 570 CHF | 195 187 CHF | 97,77% | 97,77% |
18/09/2024 | 0,31% | 9,41 CHF | 9,44 CHF | 20 100 | 20 100 | 19 930 | 19 930 | 189 757 CHF | 190 355 CHF | 100,00% | 100,00% |
12/09/2024 | 0,39% | 10,41 CHF | 10,45 CHF | 18 600 | 18 600 | 18 683 | 18 683 | 193 876 CHF | 194 623 CHF | 100,00% | 100,00% |
11/09/2024 | 0,37% | 10,53 CHF | 10,57 CHF | 18 200 | 18 200 | 18 199 | 18 199 | 195 280 CHF | 196 008 CHF | 100,00% | 100,00% |
10/09/2024 | 0,37% | 10,63 CHF | 10,67 CHF | 18 400 | 18 400 | 18 399 | 18 399 | 196 735 CHF | 197 471 CHF | 99,99% | 99,99% |