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 | 0,64% | 3,14 CHF | 3,16 CHF | 32 900 | 32 900 | 33 057 | 33 057 | 103 764 CHF | 104 425 CHF | 100,00% | 100,00% |
25/09/2024 | 0,62% | 3,20 CHF | 3,22 CHF | 34 000 | 34 000 | 34 007 | 34 007 | 109 056 CHF | 109 736 CHF | 100,00% | 100,00% |
24/09/2024 | 0,65% | 3,10 CHF | 3,12 CHF | 34 900 | 34 900 | 34 897 | 34 897 | 107 847 CHF | 108 545 CHF | 99,75% | 99,75% |
23/09/2024 | 0,66% | 3,04 CHF | 3,06 CHF | 36 200 | 36 200 | 36 249 | 36 261 | 108 682 CHF | 109 444 CHF | 99,95% | 99,95% |
20/09/2024 | 0,67% | 2,91 CHF | 2,93 CHF | 36 200 | 36 200 | 36 007 | 36 007 | 107 177 CHF | 107 897 CHF | 99,91% | 99,91% |
19/09/2024 | 0,67% | 2,98 CHF | 3,00 CHF | 37 100 | 37 100 | 36 939 | 36 939 | 110 623 CHF | 111 362 CHF | 98,19% | 98,19% |
18/09/2024 | 0,68% | 2,84 CHF | 2,86 CHF | 35 200 | 35 200 | 34 891 | 34 891 | 101 799 CHF | 102 497 CHF | 99,97% | 99,97% |
12/09/2024 | 0,72% | 2,81 CHF | 2,83 CHF | 39 500 | 39 500 | 39 475 | 39 475 | 109 831 CHF | 110 621 CHF | 99,99% | 99,99% |
11/09/2024 | 0,75% | 2,70 CHF | 2,72 CHF | 41 100 | 41 100 | 41 102 | 41 102 | 108 984 CHF | 109 806 CHF | 100,00% | 100,00% |
10/09/2024 | 0,75% | 2,60 CHF | 2,62 CHF | 40 100 | 40 100 | 40 131 | 40 131 | 106 208 CHF | 107 011 CHF | 100,00% | 100,00% |