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 | 0,28% | 3,57 CHF | 3,58 CHF | 43 000 | 43 000 | 42 473 | 42 473 | 152 490 CHF | 152 915 CHF | 100,00% | 100,00% |
25/09/2024 | 0,28% | 3,58 CHF | 3,59 CHF | 43 000 | 43 000 | 42 328 | 42 328 | 151 916 CHF | 152 339 CHF | 100,00% | 100,00% |
24/09/2024 | 0,28% | 3,56 CHF | 3,57 CHF | 43 000 | 43 000 | 42 592 | 42 592 | 152 418 CHF | 152 844 CHF | 100,00% | 100,00% |
23/09/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 151 536 CHF | 151 966 CHF | 99,95% | 99,95% |
20/09/2024 | 0,28% | 3,49 CHF | 3,50 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 151 349 CHF | 151 779 CHF | 99,91% | 99,91% |
19/09/2024 | 0,28% | 3,54 CHF | 3,55 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 151 751 CHF | 152 181 CHF | 98,18% | 98,18% |
18/09/2024 | 0,29% | 3,46 CHF | 3,47 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 149 144 CHF | 149 574 CHF | 99,96% | 99,96% |
12/09/2024 | 0,29% | 3,45 CHF | 3,46 CHF | 43 000 | 43 000 | 43 026 | 43 026 | 148 488 CHF | 148 918 CHF | 100,00% | 100,00% |
11/09/2024 | 0,29% | 3,42 CHF | 3,43 CHF | 44 000 | 44 000 | 43 456 | 43 456 | 148 818 CHF | 149 253 CHF | 100,00% | 100,00% |
10/09/2024 | 0,29% | 3,43 CHF | 3,44 CHF | 44 000 | 44 000 | 43 140 | 43 140 | 149 415 CHF | 149 847 CHF | 100,00% | 100,00% |