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 | 0,80% | 2,50 CHF | 2,52 CHF | 93 000 | 93 000 | 92 877 | 92 877 | 231 195 CHF | 233 052 CHF | 100,00% | 100,00% |
25/09/2024 | 0,82% | 2,42 CHF | 2,44 CHF | 94 000 | 94 000 | 93 928 | 93 928 | 228 590 CHF | 230 469 CHF | 99,42% | 99,42% |
24/09/2024 | 0,83% | 2,42 CHF | 2,44 CHF | 94 000 | 94 000 | 93 973 | 93 973 | 226 877 CHF | 228 757 CHF | 99,46% | 99,46% |
23/09/2024 | 0,81% | 2,45 CHF | 2,47 CHF | 93 000 | 93 000 | 93 096 | 93 096 | 228 940 CHF | 230 802 CHF | 100,00% | 100,00% |
20/09/2024 | 0,83% | 2,41 CHF | 2,43 CHF | 94 000 | 94 000 | 94 277 | 94 277 | 226 314 CHF | 228 199 CHF | 100,00% | 100,00% |
19/09/2024 | 0,78% | 2,52 CHF | 2,54 CHF | 92 000 | 92 000 | 92 009 | 92 009 | 233 642 CHF | 235 482 CHF | 97,77% | 97,77% |
18/09/2024 | 0,84% | 2,43 CHF | 2,45 CHF | 94 000 | 94 000 | 94 854 | 94 854 | 224 917 CHF | 226 814 CHF | 100,00% | 100,00% |
12/09/2024 | 0,78% | 2,55 CHF | 2,57 CHF | 92 000 | 92 000 | 91 980 | 91 980 | 233 553 CHF | 235 392 CHF | 100,00% | 100,00% |
11/09/2024 | 0,79% | 2,55 CHF | 2,57 CHF | 92 000 | 92 000 | 91 912 | 91 912 | 233 171 CHF | 235 011 CHF | 100,00% | 100,00% |
10/09/2024 | 0,76% | 2,57 CHF | 2,59 CHF | 92 000 | 92 000 | 90 674 | 90 674 | 237 286 CHF | 239 100 CHF | 100,00% | 100,00% |