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 | 2,28% | 0,44 CHF | 0,45 CHF | 247 200 | 247 200 | 246 182 | 246 182 | 106 857 CHF | 109 319 CHF | 100,00% | 100,00% |
25/09/2024 | 2,26% | 0,44 CHF | 0,45 CHF | 247 300 | 247 300 | 246 285 | 246 285 | 107 629 CHF | 110 092 CHF | 100,00% | 100,00% |
24/09/2024 | 2,30% | 0,43 CHF | 0,44 CHF | 250 100 | 250 100 | 249 077 | 249 077 | 107 049 CHF | 109 539 CHF | 100,00% | 100,00% |
23/09/2024 | 2,26% | 0,43 CHF | 0,44 CHF | 248 700 | 248 700 | 247 675 | 247 675 | 108 584 CHF | 111 061 CHF | 100,00% | 100,00% |
20/09/2024 | 2,23% | 0,43 CHF | 0,44 CHF | 234 300 | 234 300 | 233 334 | 233 334 | 103 736 CHF | 106 069 CHF | 100,00% | 100,00% |
19/09/2024 | 2,02% | 0,47 CHF | 0,48 CHF | 209 100 | 209 100 | 209 003 | 209 003 | 102 205 CHF | 104 295 CHF | 98,10% | 98,10% |
18/09/2024 | 2,03% | 0,49 CHF | 0,50 CHF | 205 000 | 205 000 | 204 151 | 204 151 | 99 426 CHF | 101 467 CHF | 99,18% | 99,18% |
12/09/2024 | 2,12% | 0,46 CHF | 0,47 CHF | 232 500 | 232 500 | 231 382 | 231 382 | 108 278 CHF | 110 593 CHF | 100,00% | 100,00% |
11/09/2024 | 2,11% | 0,47 CHF | 0,48 CHF | 231 400 | 231 400 | 230 446 | 230 446 | 107 882 CHF | 110 187 CHF | 100,00% | 100,00% |
10/09/2024 | 2,18% | 0,46 CHF | 0,47 CHF | 236 400 | 236 400 | 235 425 | 235 425 | 106 672 CHF | 109 026 CHF | 100,00% | 100,00% |