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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/09/2024 | 0,49% | 2,11 CHF | 2,12 CHF | 77 000 | 77 000 | 34 775 | 34 775 | 72 791 CHF | 73 140 CHF | 99,90% | 99,90% |
24/09/2024 | 0,49% | 2,09 CHF | 2,10 CHF | 78 000 | 78 000 | 35 011 | 35 011 | 72 807 CHF | 73 157 CHF | 99,75% | 99,75% |
23/09/2024 | 0,50% | 2,07 CHF | 2,08 CHF | 78 000 | 78 000 | 35 221 | 35 221 | 71 992 CHF | 72 345 CHF | 99,95% | 99,95% |
20/09/2024 | 0,52% | 2,00 CHF | 2,01 CHF | 79 000 | 79 000 | 35 431 | 35 431 | 70 254 CHF | 70 609 CHF | 99,94% | 99,94% |
19/09/2024 | 0,51% | 1,93 CHF | 1,94 CHF | 80 000 | 80 000 | 35 973 | 35 973 | 71 633 CHF | 71 994 CHF | 98,02% | 98,02% |
18/09/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 80 000 | 80 000 | 35 674 | 35 674 | 70 254 CHF | 70 611 CHF | 99,97% | 99,97% |
12/09/2024 | 0,53% | 1,92 CHF | 1,93 CHF | 80 000 | 80 000 | 36 168 | 36 168 | 69 262 CHF | 69 625 CHF | 100,00% | 100,00% |
11/09/2024 | 0,56% | 1,83 CHF | 1,84 CHF | 83 000 | 83 000 | 37 226 | 37 226 | 67 605 CHF | 67 978 CHF | 99,89% | 99,89% |
10/09/2024 | 0,57% | 1,80 CHF | 1,81 CHF | 83 000 | 83 000 | 37 474 | 37 474 | 67 464 CHF | 67 840 CHF | 100,00% | 100,00% |
09/09/2024 | 0,58% | 1,79 CHF | 1,80 CHF | 84 000 | 84 000 | 37 912 | 37 912 | 66 990 CHF | 67 369 CHF | 99,90% | 99,90% |