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 | 0,24% | 5,29 CHF | 5,30 CHF | 50 000 | 50 000 | 48 962 | 48 962 | 258 671 CHF | 259 265 CHF | 98,90% | 98,90% |
25/09/2024 | 0,24% | 5,20 CHF | 5,21 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 258 890 CHF | 259 510 CHF | 99,62% | 99,62% |
24/09/2024 | 0,31% | 5,08 CHF | 5,10 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 256 831 CHF | 257 620 CHF | 100,00% | 100,00% |
23/09/2024 | 0,40% | 5,10 CHF | 5,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 254 880 CHF | 255 904 CHF | 100,00% | 100,00% |
20/09/2024 | 0,41% | 5,10 CHF | 5,12 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 257 496 CHF | 258 543 CHF | 90,17% | 90,17% |
19/09/2024 | 0,39% | 5,26 CHF | 5,29 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 262 167 CHF | 263 203 CHF | 99,39% | 99,39% |
18/09/2024 | 0,40% | 5,05 CHF | 5,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 252 481 CHF | 253 481 CHF | 99,33% | 99,33% |
12/09/2024 | 0,41% | 4,80 CHF | 4,82 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 240 723 CHF | 241 723 CHF | 97,95% | 97,95% |
11/09/2024 | 0,42% | 4,69 CHF | 4,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 236 875 CHF | 237 875 CHF | 98,64% | 98,64% |
10/09/2024 | 0,42% | 4,76 CHF | 4,78 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 238 140 CHF | 239 140 CHF | 100,00% | 100,00% |