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 | 0,37% | 24,42 CHF | 24,51 CHF | 2 500 | 2 500 | 2 435 | 2 435 | 58 875 CHF | 59 094 CHF | 100,00% | 100,00% |
25/09/2024 | 0,39% | 20,26 CHF | 20,34 CHF | 2 700 | 2 700 | 2 630 | 2 630 | 53 273 CHF | 53 483 CHF | 100,00% | 100,00% |
24/09/2024 | 0,35% | 19,84 CHF | 19,91 CHF | 3 000 | 3 000 | 2 922 | 2 922 | 58 333 CHF | 58 537 CHF | 100,00% | 100,00% |
23/09/2024 | 0,43% | 17,02 CHF | 17,09 CHF | 3 300 | 3 300 | 3 277 | 3 277 | 53 087 CHF | 53 316 CHF | 100,00% | 100,00% |
20/09/2024 | 0,42% | 16,06 CHF | 16,13 CHF | 3 100 | 3 100 | 2 941 | 2 941 | 48 996 CHF | 49 202 CHF | 100,00% | 100,00% |
19/09/2024 | 0,38% | 17,65 CHF | 17,72 CHF | 3 200 | 3 200 | 3 115 | 3 115 | 57 605 CHF | 57 823 CHF | 98,11% | 98,11% |
18/09/2024 | 0,44% | 15,99 CHF | 16,06 CHF | 3 300 | 3 300 | 3 248 | 3 248 | 51 293 CHF | 51 520 CHF | 99,19% | 99,19% |
12/09/2024 | 0,40% | 14,95 CHF | 15,01 CHF | 3 800 | 3 800 | 3 701 | 3 701 | 55 234 CHF | 55 456 CHF | 99,97% | 99,97% |
11/09/2024 | 0,43% | 13,50 CHF | 13,56 CHF | 4 000 | 4 000 | 3 815 | 3 815 | 53 154 CHF | 53 383 CHF | 100,00% | 100,00% |
10/09/2024 | 0,43% | 13,64 CHF | 13,70 CHF | 3 800 | 3 800 | 3 614 | 3 614 | 50 927 CHF | 51 144 CHF | 99,75% | 99,75% |