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 | 0,33% | 4,58 CHF | 4,59 CHF | 57 400 | 57 400 | 31 307 | 31 307 | 146 322 CHF | 146 756 CHF | 100,00% | 100,00% |
25/09/2024 | 0,34% | 4,58 CHF | 4,59 CHF | 56 700 | 56 700 | 31 171 | 31 171 | 141 412 CHF | 141 844 CHF | 99,76% | 99,76% |
24/09/2024 | 0,34% | 4,56 CHF | 4,57 CHF | 57 300 | 57 300 | 31 548 | 31 548 | 142 618 CHF | 143 055 CHF | 100,00% | 100,00% |
23/09/2024 | 0,33% | 4,73 CHF | 4,74 CHF | 54 800 | 54 800 | 30 098 | 30 098 | 142 764 CHF | 143 181 CHF | 100,00% | 100,00% |
20/09/2024 | 0,34% | 4,54 CHF | 4,55 CHF | 56 900 | 56 900 | 31 246 | 31 225 | 142 954 CHF | 143 287 CHF | 100,00% | 100,00% |
19/09/2024 | 0,34% | 4,58 CHF | 4,59 CHF | 59 400 | 59 400 | 32 824 | 32 824 | 150 367 CHF | 150 820 CHF | 98,01% | 98,01% |
18/09/2024 | 0,36% | 4,20 CHF | 4,21 CHF | 61 700 | 61 700 | 33 718 | 33 701 | 143 880 CHF | 144 272 CHF | 99,96% | 99,96% |
12/09/2024 | 0,43% | 3,71 CHF | 3,72 CHF | 73 400 | 73 400 | 40 134 | 40 134 | 146 168 CHF | 146 725 CHF | 99,99% | 99,99% |
11/09/2024 | 0,48% | 3,23 CHF | 3,24 CHF | 79 500 | 79 500 | 43 631 | 43 631 | 142 202 CHF | 142 808 CHF | 99,89% | 99,89% |
10/09/2024 | 0,37% | 3,27 CHF | 3,28 CHF | 80 200 | 80 200 | 43 931 | 43 931 | 143 485 CHF | 143 979 CHF | 99,97% | 99,97% |