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 | 0,35% | 5,76 CHF | 5,78 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 339 578 CHF | 340 758 CHF | 100,00% | 100,00% |
25/09/2024 | 0,35% | 5,67 CHF | 5,69 CHF | 59 000 | 59 000 | 59 679 | 59 679 | 337 032 CHF | 338 225 CHF | 99,50% | 99,50% |
24/09/2024 | 0,36% | 5,55 CHF | 5,57 CHF | 60 000 | 60 000 | 60 017 | 60 017 | 336 602 CHF | 337 802 CHF | 99,45% | 99,45% |
23/09/2024 | 0,36% | 5,57 CHF | 5,59 CHF | 60 000 | 60 000 | 60 268 | 60 268 | 335 744 CHF | 336 950 CHF | 100,00% | 100,00% |
20/09/2024 | 0,35% | 5,58 CHF | 5,60 CHF | 60 000 | 60 000 | 59 999 | 59 999 | 337 579 CHF | 338 779 CHF | 100,00% | 100,00% |
19/09/2024 | 0,35% | 5,74 CHF | 5,76 CHF | 59 000 | 59 000 | 59 113 | 59 113 | 338 089 CHF | 339 272 CHF | 97,77% | 97,77% |
18/09/2024 | 0,36% | 5,52 CHF | 5,54 CHF | 61 000 | 61 000 | 60 711 | 60 711 | 335 161 CHF | 336 375 CHF | 100,00% | 100,00% |
12/09/2024 | 0,38% | 5,27 CHF | 5,29 CHF | 62 000 | 62 000 | 62 217 | 62 217 | 328 685 CHF | 329 929 CHF | 100,00% | 100,00% |
11/09/2024 | 0,38% | 5,15 CHF | 5,17 CHF | 63 000 | 63 000 | 62 999 | 62 999 | 327 905 CHF | 329 166 CHF | 100,00% | 100,00% |
10/09/2024 | 0,38% | 5,23 CHF | 5,25 CHF | 63 000 | 63 000 | 62 898 | 62 898 | 329 008 CHF | 330 266 CHF | 100,00% | 100,00% |