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 | 0,23% | 4,53 CHF | 4,54 CHF | 75 000 | 75 000 | 73 262 | 73 262 | 331 756 CHF | 332 509 CHF | 99,09% | 99,09% |
25/09/2024 | 0,22% | 4,56 CHF | 4,57 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 342 442 CHF | 343 192 CHF | 99,88% | 99,88% |
24/09/2024 | 0,22% | 4,51 CHF | 4,52 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 337 628 CHF | 338 378 CHF | 100,00% | 100,00% |
23/09/2024 | 0,22% | 4,47 CHF | 4,48 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 444 874 CHF | 445 874 CHF | 100,00% | 100,00% |
20/09/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 443 437 CHF | 444 437 CHF | 90,63% | 90,63% |
19/09/2024 | 0,22% | 4,44 CHF | 4,45 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 444 737 CHF | 445 737 CHF | 99,40% | 99,40% |
18/09/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 329 937 CHF | 330 687 CHF | 97,20% | 97,20% |
12/09/2024 | 0,23% | 4,33 CHF | 4,34 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 431 656 CHF | 432 656 CHF | 98,12% | 98,12% |
11/09/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 423 500 CHF | 424 500 CHF | 98,73% | 98,73% |
10/09/2024 | 0,30% | 4,20 CHF | 4,21 CHF | 100 000 | 100 000 | 100 000 | 100 000 | 423 096 CHF | 424 382 CHF | 100,00% | 100,00% |