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 | 0,22% | 4,67 CHF | 4,68 CHF | 45 500 | 45 500 | 45 148 | 45 148 | 211 174 CHF | 211 625 CHF | 100,00% | 100,00% |
25/09/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 45 500 | 45 500 | 45 071 | 45 071 | 212 465 CHF | 212 916 CHF | 100,00% | 100,00% |
24/09/2024 | 0,22% | 4,66 CHF | 4,67 CHF | 45 500 | 45 500 | 45 143 | 45 143 | 209 990 CHF | 210 442 CHF | 99,96% | 99,96% |
23/09/2024 | 0,22% | 4,62 CHF | 4,63 CHF | 46 000 | 46 000 | 45 574 | 45 574 | 209 581 CHF | 210 038 CHF | 100,00% | 100,00% |
20/09/2024 | 0,22% | 4,55 CHF | 4,56 CHF | 46 500 | 46 500 | 45 692 | 45 692 | 209 543 CHF | 210 000 CHF | 100,00% | 100,00% |
19/09/2024 | 0,22% | 4,59 CHF | 4,60 CHF | 46 000 | 46 000 | 45 567 | 45 567 | 209 483 CHF | 209 939 CHF | 100,00% | 100,00% |
18/09/2024 | 0,22% | 4,50 CHF | 4,51 CHF | 46 000 | 46 000 | 45 499 | 45 499 | 206 992 CHF | 207 447 CHF | 100,00% | 100,00% |
12/09/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 46 500 | 46 500 | 46 062 | 46 062 | 205 842 CHF | 206 303 CHF | 99,94% | 99,94% |
11/09/2024 | 0,23% | 4,42 CHF | 4,43 CHF | 46 500 | 46 500 | 46 065 | 46 065 | 202 101 CHF | 202 562 CHF | 100,00% | 100,00% |
10/09/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 46 500 | 46 500 | 46 057 | 46 057 | 201 924 CHF | 202 385 CHF | 99,66% | 99,66% |