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 | 0,25% | 3,96 CHF | 3,97 CHF | 30 220 | 30 220 | 29 906 | 29 906 | 118 380 CHF | 118 680 CHF | 100,00% | 100,00% |
25/09/2024 | 0,26% | 3,84 CHF | 3,85 CHF | 30 940 | 30 940 | 30 455 | 30 455 | 118 066 CHF | 118 371 CHF | 100,00% | 100,00% |
24/09/2024 | 0,25% | 3,88 CHF | 3,89 CHF | 30 540 | 30 540 | 29 806 | 29 806 | 118 203 CHF | 118 501 CHF | 100,00% | 100,00% |
23/09/2024 | 0,26% | 3,85 CHF | 3,86 CHF | 30 770 | 30 770 | 30 642 | 30 642 | 117 285 CHF | 117 591 CHF | 100,00% | 100,00% |
20/09/2024 | 0,26% | 3,80 CHF | 3,81 CHF | 31 240 | 31 240 | 30 725 | 30 725 | 117 570 CHF | 117 878 CHF | 100,00% | 100,00% |
19/09/2024 | 0,26% | 3,87 CHF | 3,88 CHF | 30 660 | 30 660 | 30 488 | 30 488 | 117 485 CHF | 117 790 CHF | 99,99% | 99,99% |
18/09/2024 | 0,27% | 3,78 CHF | 3,79 CHF | 31 110 | 31 110 | 30 789 | 30 789 | 116 199 CHF | 116 507 CHF | 100,00% | 100,00% |
12/09/2024 | 0,27% | 3,67 CHF | 3,68 CHF | 31 830 | 31 830 | 31 374 | 31 374 | 115 821 CHF | 116 135 CHF | 99,71% | 99,71% |
11/09/2024 | 0,28% | 3,60 CHF | 3,61 CHF | 32 030 | 32 030 | 31 679 | 31 679 | 114 383 CHF | 114 700 CHF | 99,98% | 99,98% |
10/09/2024 | 0,28% | 3,57 CHF | 3,58 CHF | 32 240 | 32 240 | 31 584 | 31 584 | 114 535 CHF | 114 851 CHF | 99,72% | 99,72% |