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 | 0,13% | 11,70 CHF | 11,71 CHF | 98 000 | 98 000 | 53 582 | 53 582 | 629 044 CHF | 629 786 CHF | 100,00% | 100,00% |
25/09/2024 | 0,13% | 11,65 CHF | 11,66 CHF | 98 000 | 98 000 | 53 868 | 53 868 | 626 161 CHF | 626 907 CHF | 99,90% | 99,90% |
24/09/2024 | 0,13% | 11,69 CHF | 11,70 CHF | 98 000 | 98 000 | 53 686 | 53 686 | 629 350 CHF | 630 093 CHF | 100,00% | 100,00% |
23/09/2024 | 0,13% | 11,81 CHF | 11,82 CHF | 97 000 | 97 000 | 53 624 | 53 624 | 631 404 CHF | 632 147 CHF | 99,99% | 99,99% |
20/09/2024 | 0,13% | 11,92 CHF | 11,93 CHF | 97 000 | 97 000 | 53 478 | 53 478 | 633 134 CHF | 633 875 CHF | 99,84% | 99,84% |
19/09/2024 | 0,13% | 11,78 CHF | 11,79 CHF | 97 000 | 97 000 | 54 709 | 54 709 | 635 510 CHF | 636 267 CHF | 97,92% | 97,92% |
18/09/2024 | 0,14% | 11,26 CHF | 11,27 CHF | 100 000 | 100 000 | 54 257 | 54 257 | 598 737 CHF | 599 475 CHF | 99,17% | 99,17% |
12/09/2024 | 0,14% | 11,50 CHF | 11,51 CHF | 99 000 | 99 000 | 54 945 | 54 945 | 630 304 CHF | 631 067 CHF | 99,99% | 99,99% |
11/09/2024 | 0,14% | 11,18 CHF | 11,19 CHF | 102 000 | 102 000 | 55 862 | 55 862 | 626 114 CHF | 626 893 CHF | 99,67% | 99,67% |
10/09/2024 | 0,14% | 11,20 CHF | 11,21 CHF | 102 000 | 102 000 | 56 285 | 56 285 | 627 045 CHF | 627 825 CHF | 99,75% | 99,75% |