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 | 0,30% | 3,27 CHF | 3,28 CHF | 48 000 | 48 000 | 47 654 | 47 654 | 157 879 CHF | 158 355 CHF | 99,99% | 99,99% |
25/09/2024 | 0,31% | 3,25 CHF | 3,26 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 156 679 CHF | 157 159 CHF | 99,41% | 99,41% |
24/09/2024 | 0,31% | 3,22 CHF | 3,23 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 153 572 CHF | 154 052 CHF | 99,45% | 99,45% |
23/09/2024 | 0,31% | 3,21 CHF | 3,22 CHF | 48 000 | 48 000 | 48 007 | 48 007 | 153 987 CHF | 154 467 CHF | 100,00% | 100,00% |
20/09/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 49 000 | 49 000 | 48 135 | 48 135 | 152 323 CHF | 152 804 CHF | 100,00% | 100,00% |
19/09/2024 | 0,31% | 3,20 CHF | 3,21 CHF | 48 000 | 48 000 | 48 000 | 48 000 | 153 944 CHF | 154 424 CHF | 97,75% | 97,75% |
18/09/2024 | 0,32% | 3,06 CHF | 3,07 CHF | 49 000 | 49 000 | 48 939 | 48 939 | 150 573 CHF | 151 062 CHF | 100,00% | 100,00% |
12/09/2024 | 0,30% | 3,38 CHF | 3,39 CHF | 47 000 | 47 000 | 47 599 | 47 599 | 158 081 CHF | 158 557 CHF | 99,99% | 99,99% |
11/09/2024 | 0,31% | 3,16 CHF | 3,17 CHF | 48 000 | 48 000 | 48 105 | 48 105 | 153 026 CHF | 153 507 CHF | 100,00% | 100,00% |
10/09/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 48 000 | 48 000 | 48 696 | 48 696 | 152 935 CHF | 153 422 CHF | 100,00% | 100,00% |