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 | 3,99% | 0,24 CHF | 0,25 CHF | 421 900 | 421 900 | 424 275 | 424 275 | 104 208 CHF | 108 451 CHF | 100,00% | 100,00% |
25/09/2024 | 3,67% | 0,28 CHF | 0,29 CHF | 512 600 | 512 600 | 498 641 | 498 641 | 135 100 CHF | 140 092 CHF | 99,61% | 99,61% |
24/09/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 412 800 | 412 800 | 410 320 | 410 320 | 103 195 CHF | 107 298 CHF | 100,00% | 100,00% |
23/09/2024 | 3,17% | 0,30 CHF | 0,31 CHF | 374 700 | 374 700 | 377 560 | 377 560 | 117 489 CHF | 121 264 CHF | 100,00% | 100,00% |
20/09/2024 | 2,98% | 0,33 CHF | 0,34 CHF | 451 000 | 451 000 | 447 433 | 447 433 | 148 004 CHF | 152 478 CHF | 100,00% | 100,00% |
19/09/2024 | 3,51% | 0,29 CHF | 0,30 CHF | 392 000 | 392 000 | 385 152 | 385 152 | 107 841 CHF | 111 693 CHF | 97,60% | 97,60% |
18/09/2024 | 3,05% | 0,31 CHF | 0,32 CHF | 355 100 | 355 100 | 357 192 | 357 192 | 115 304 CHF | 118 875 CHF | 99,19% | 99,19% |
12/09/2024 | 2,66% | 0,38 CHF | 0,39 CHF | 323 400 | 323 400 | 321 638 | 321 638 | 119 761 CHF | 122 980 CHF | 100,00% | 100,00% |
11/09/2024 | 2,38% | 0,38 CHF | 0,39 CHF | 279 500 | 279 500 | 283 380 | 283 380 | 117 723 CHF | 120 557 CHF | 100,00% | 100,00% |
10/09/2024 | 2,71% | 0,44 CHF | 0,45 CHF | 473 200 | 473 200 | 440 561 | 440 561 | 163 854 CHF | 168 260 CHF | 97,41% | 97,41% |