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 | 0,16% | 6,45 CHF | 6,46 CHF | 32 000 | 32 000 | 31 674 | 31 674 | 204 133 CHF | 204 451 CHF | 99,95% | 99,95% |
25/09/2024 | 0,15% | 6,50 CHF | 6,51 CHF | 32 000 | 32 000 | 31 278 | 31 278 | 204 656 CHF | 204 969 CHF | 100,00% | 100,00% |
24/09/2024 | 0,16% | 6,39 CHF | 6,40 CHF | 32 000 | 32 000 | 31 700 | 31 700 | 202 142 CHF | 202 459 CHF | 100,00% | 100,00% |
23/09/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 32 000 | 32 000 | 31 700 | 31 700 | 197 663 CHF | 197 981 CHF | 100,00% | 100,00% |
20/09/2024 | 0,16% | 6,30 CHF | 6,31 CHF | 32 000 | 32 000 | 31 700 | 31 700 | 200 149 CHF | 200 466 CHF | 100,00% | 100,00% |
19/09/2024 | 0,16% | 6,29 CHF | 6,30 CHF | 32 000 | 32 000 | 31 699 | 31 699 | 200 353 CHF | 200 670 CHF | 100,00% | 100,00% |
18/09/2024 | 0,16% | 6,22 CHF | 6,23 CHF | 32 000 | 32 000 | 31 700 | 31 700 | 197 773 CHF | 198 091 CHF | 100,00% | 100,00% |
12/09/2024 | 0,16% | 6,26 CHF | 6,27 CHF | 32 000 | 32 000 | 31 699 | 31 699 | 199 434 CHF | 199 751 CHF | 99,67% | 99,67% |
11/09/2024 | 0,16% | 6,22 CHF | 6,23 CHF | 32 000 | 32 000 | 31 700 | 31 700 | 197 457 CHF | 197 774 CHF | 99,59% | 99,59% |
10/09/2024 | 0,16% | 6,21 CHF | 6,22 CHF | 32 000 | 32 000 | 31 700 | 31 700 | 198 120 CHF | 198 437 CHF | 99,97% | 99,97% |