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 | 1,16% | 0,86 CHF | 0,87 CHF | 1 640 900 | 1 640 900 | 1 635 440 | 1 635 440 | 1 403 160 CHF | 1 419 510 CHF | 100,00% | 100,00% |
25/09/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 1 634 700 | 1 634 700 | 1 566 560 | 1 566 560 | 1 367 060 CHF | 1 382 730 CHF | 99,65% | 99,65% |
24/09/2024 | 1,09% | 0,89 CHF | 0,90 CHF | 1 557 400 | 1 557 400 | 1 542 480 | 1 542 480 | 1 401 520 CHF | 1 416 950 CHF | 100,00% | 100,00% |
23/09/2024 | 1,08% | 0,91 CHF | 0,92 CHF | 1 540 600 | 1 540 600 | 1 480 710 | 1 480 710 | 1 365 350 CHF | 1 380 160 CHF | 100,00% | 100,00% |
20/09/2024 | 1,06% | 0,94 CHF | 0,95 CHF | 1 472 700 | 1 472 700 | 1 397 580 | 1 397 580 | 1 310 650 CHF | 1 324 630 CHF | 100,00% | 100,00% |
19/09/2024 | 1,02% | 0,98 CHF | 0,99 CHF | 1 387 400 | 1 387 400 | 1 375 760 | 1 375 760 | 1 344 590 CHF | 1 358 350 CHF | 98,16% | 98,16% |
18/09/2024 | 1,01% | 0,99 CHF | 1,00 CHF | 1 374 200 | 1 374 200 | 1 385 480 | 1 385 480 | 1 370 080 CHF | 1 383 930 CHF | 100,00% | 100,00% |
12/09/2024 | 0,92% | 1,04 CHF | 1,05 CHF | 1 314 000 | 1 314 000 | 1 227 040 | 1 227 040 | 1 322 950 CHF | 1 335 230 CHF | 100,00% | 100,00% |
11/09/2024 | 0,92% | 1,09 CHF | 1,10 CHF | 1 216 200 | 1 216 200 | 1 213 800 | 1 213 800 | 1 314 940 CHF | 1 327 080 CHF | 99,78% | 99,78% |
10/09/2024 | 0,90% | 1,10 CHF | 1,11 CHF | 1 213 500 | 1 213 500 | 1 200 100 | 1 200 100 | 1 324 040 CHF | 1 336 040 CHF | 99,80% | 99,80% |