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 | 0,20% | 5,16 CHF | 5,17 CHF | 195 000 | 195 000 | 106 614 | 106 614 | 552 854 CHF | 553 925 CHF | 99,98% | 99,98% |
25/09/2024 | 0,20% | 5,14 CHF | 5,15 CHF | 195 000 | 195 000 | 107 345 | 107 345 | 550 488 CHF | 551 564 CHF | 99,90% | 99,90% |
24/09/2024 | 0,20% | 5,16 CHF | 5,17 CHF | 195 000 | 195 000 | 106 992 | 106 992 | 554 070 CHF | 555 142 CHF | 100,00% | 100,00% |
23/09/2024 | 0,20% | 5,22 CHF | 5,23 CHF | 193 000 | 193 000 | 106 371 | 106 371 | 553 400 CHF | 554 466 CHF | 99,99% | 99,99% |
20/09/2024 | 0,20% | 5,28 CHF | 5,29 CHF | 193 000 | 193 000 | 106 527 | 106 527 | 557 733 CHF | 558 801 CHF | 99,84% | 99,84% |
19/09/2024 | 0,20% | 5,21 CHF | 5,22 CHF | 193 000 | 193 000 | 108 576 | 108 576 | 556 478 CHF | 557 567 CHF | 97,69% | 97,69% |
18/09/2024 | 0,21% | 4,95 CHF | 4,96 CHF | 200 000 | 200 000 | 108 159 | 108 159 | 523 247 CHF | 524 330 CHF | 99,18% | 99,18% |
12/09/2024 | 0,20% | 5,06 CHF | 5,07 CHF | 198 000 | 198 000 | 109 126 | 109 126 | 550 969 CHF | 552 063 CHF | 100,00% | 100,00% |
11/09/2024 | 0,21% | 4,91 CHF | 4,92 CHF | 203 000 | 203 000 | 111 190 | 111 190 | 547 356 CHF | 548 470 CHF | 99,88% | 99,88% |
10/09/2024 | 0,21% | 4,92 CHF | 4,93 CHF | 203 000 | 203 000 | 111 924 | 111 924 | 547 223 CHF | 548 345 CHF | 99,75% | 99,75% |