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 | 0,32% | 3,12 CHF | 3,13 CHF | 43 000 | 43 000 | 42 473 | 42 473 | 133 716 CHF | 134 141 CHF | 100,00% | 100,00% |
25/09/2024 | 0,32% | 3,14 CHF | 3,15 CHF | 43 000 | 43 000 | 42 328 | 42 328 | 133 188 CHF | 133 611 CHF | 100,00% | 100,00% |
24/09/2024 | 0,32% | 3,12 CHF | 3,13 CHF | 43 000 | 43 000 | 42 592 | 42 592 | 133 596 CHF | 134 021 CHF | 99,75% | 99,75% |
23/09/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 132 515 CHF | 132 945 CHF | 99,95% | 99,95% |
20/09/2024 | 0,32% | 3,05 CHF | 3,06 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 132 348 CHF | 132 778 CHF | 99,93% | 99,93% |
19/09/2024 | 0,32% | 3,10 CHF | 3,11 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 132 739 CHF | 133 169 CHF | 98,20% | 98,20% |
18/09/2024 | 0,33% | 3,01 CHF | 3,02 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 130 127 CHF | 130 557 CHF | 99,98% | 99,98% |
12/09/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 43 000 | 43 000 | 43 026 | 43 026 | 129 498 CHF | 129 928 CHF | 100,00% | 100,00% |
11/09/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 44 000 | 44 000 | 43 456 | 43 456 | 129 623 CHF | 130 058 CHF | 100,00% | 100,00% |
10/09/2024 | 0,33% | 2,98 CHF | 2,99 CHF | 44 000 | 44 000 | 43 140 | 43 140 | 130 379 CHF | 130 810 CHF | 100,00% | 100,00% |