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 | 0,25% | 4,11 CHF | 4,12 CHF | 82 000 | 82 000 | 80 811 | 80 811 | 332 747 CHF | 333 556 CHF | 99,61% | 99,61% |
25/09/2024 | 0,23% | 4,36 CHF | 4,37 CHF | 78 000 | 78 000 | 77 697 | 77 697 | 338 859 CHF | 339 637 CHF | 100,00% | 100,00% |
24/09/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 78 000 | 78 000 | 76 323 | 76 323 | 339 226 CHF | 339 990 CHF | 98,72% | 98,72% |
23/09/2024 | 0,23% | 4,37 CHF | 4,38 CHF | 78 000 | 78 000 | 77 386 | 77 386 | 340 461 CHF | 341 235 CHF | 99,35% | 99,35% |
20/09/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 78 000 | 78 000 | 77 388 | 77 388 | 337 571 CHF | 338 345 CHF | 100,00% | 100,00% |
19/09/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 78 000 | 78 000 | 77 598 | 77 598 | 336 853 CHF | 337 630 CHF | 100,00% | 100,00% |
18/09/2024 | 0,24% | 4,29 CHF | 4,30 CHF | 79 000 | 79 000 | 79 033 | 79 033 | 332 994 CHF | 333 786 CHF | 100,00% | 100,00% |
12/09/2024 | 0,25% | 4,20 CHF | 4,21 CHF | 79 000 | 79 000 | 79 319 | 79 319 | 324 968 CHF | 325 762 CHF | 99,92% | 99,92% |
11/09/2024 | 0,26% | 3,92 CHF | 3,93 CHF | 82 000 | 82 000 | 81 112 | 81 112 | 320 564 CHF | 321 376 CHF | 98,97% | 98,97% |
10/09/2024 | 0,25% | 3,90 CHF | 3,91 CHF | 82 000 | 82 000 | 80 030 | 80 030 | 322 419 CHF | 323 221 CHF | 94,00% | 94,00% |