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 | 0,31% | 3,23 CHF | 3,24 CHF | 30 210 | 30 210 | 29 907 | 29 907 | 96 506 CHF | 96 805 CHF | 100,00% | 100,00% |
25/09/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 30 960 | 30 960 | 30 456 | 30 456 | 95 768 CHF | 96 073 CHF | 100,00% | 100,00% |
24/09/2024 | 0,31% | 3,15 CHF | 3,16 CHF | 30 540 | 30 540 | 29 807 | 29 807 | 96 373 CHF | 96 671 CHF | 100,00% | 100,00% |
23/09/2024 | 0,33% | 3,12 CHF | 3,13 CHF | 30 770 | 30 770 | 30 643 | 30 643 | 94 863 CHF | 95 170 CHF | 100,00% | 100,00% |
20/09/2024 | 0,33% | 3,06 CHF | 3,07 CHF | 31 240 | 31 240 | 30 722 | 30 722 | 95 107 CHF | 95 414 CHF | 100,00% | 100,00% |
19/09/2024 | 0,32% | 3,13 CHF | 3,14 CHF | 30 670 | 30 670 | 30 485 | 30 485 | 95 174 CHF | 95 479 CHF | 100,00% | 100,00% |
18/09/2024 | 0,33% | 3,05 CHF | 3,06 CHF | 31 100 | 31 100 | 30 786 | 30 786 | 93 659 CHF | 93 967 CHF | 100,00% | 100,00% |
12/09/2024 | 0,34% | 2,94 CHF | 2,95 CHF | 31 820 | 31 820 | 31 375 | 31 375 | 92 893 CHF | 93 207 CHF | 99,77% | 99,77% |
11/09/2024 | 0,35% | 2,87 CHF | 2,88 CHF | 32 030 | 32 030 | 31 679 | 31 679 | 91 258 CHF | 91 576 CHF | 99,98% | 99,98% |
10/09/2024 | 0,35% | 2,84 CHF | 2,85 CHF | 32 240 | 32 240 | 31 584 | 31 584 | 91 479 CHF | 91 795 CHF | 99,73% | 99,73% |