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 | 0,25% | 8,00 CHF | 8,02 CHF | 36 100 | 36 100 | 37 297 | 37 297 | 299 950 CHF | 300 696 CHF | 99,98% | 99,98% |
25/09/2024 | 0,25% | 7,90 CHF | 7,92 CHF | 38 100 | 38 100 | 36 421 | 36 421 | 285 974 CHF | 286 703 CHF | 100,00% | 100,00% |
24/09/2024 | 0,24% | 8,35 CHF | 8,37 CHF | 35 300 | 35 300 | 35 660 | 35 660 | 294 098 CHF | 294 811 CHF | 100,00% | 100,00% |
23/09/2024 | 0,24% | 8,30 CHF | 8,32 CHF | 35 900 | 35 900 | 36 675 | 36 675 | 300 307 CHF | 301 041 CHF | 99,10% | 99,10% |
20/09/2024 | 0,25% | 7,92 CHF | 7,94 CHF | 37 200 | 37 200 | 36 357 | 36 357 | 291 039 CHF | 291 766 CHF | 100,00% | 100,00% |
19/09/2024 | 0,24% | 8,33 CHF | 8,35 CHF | 35 800 | 35 800 | 34 139 | 34 139 | 281 103 CHF | 281 786 CHF | 98,33% | 98,33% |
18/09/2024 | 0,23% | 8,65 CHF | 8,67 CHF | 33 000 | 33 000 | 33 421 | 33 421 | 292 815 CHF | 293 484 CHF | 100,00% | 100,00% |
12/09/2024 | 0,23% | 8,50 CHF | 8,52 CHF | 33 600 | 33 600 | 32 198 | 32 198 | 277 222 CHF | 277 866 CHF | 100,00% | 100,00% |
11/09/2024 | 0,22% | 9,23 CHF | 9,25 CHF | 31 300 | 31 300 | 31 300 | 31 300 | 290 274 CHF | 290 900 CHF | 99,79% | 99,79% |
10/09/2024 | 0,22% | 9,38 CHF | 9,40 CHF | 31 300 | 31 300 | 31 958 | 31 958 | 295 042 CHF | 295 681 CHF | 100,00% | 100,00% |