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 | 1,06% | 23,70 CHF | 23,95 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 82 388 CHF | 83 255 CHF | 99,99% | 99,99% |
25/09/2024 | 1,04% | 24,10 CHF | 24,35 CHF | 3 500 | 3 500 | 3 467 | 3 467 | 83 885 CHF | 84 753 CHF | 100,00% | 100,00% |
24/09/2024 | 1,07% | 23,55 CHF | 23,80 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 92 955 CHF | 93 946 CHF | 100,00% | 100,00% |
23/09/2024 | 0,88% | 23,15 CHF | 23,35 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 90 839 CHF | 91 633 CHF | 100,00% | 100,00% |
20/09/2024 | 1,10% | 22,30 CHF | 22,55 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 90 099 CHF | 91 091 CHF | 99,99% | 99,99% |
19/09/2024 | 0,88% | 22,75 CHF | 22,95 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 90 720 CHF | 91 514 CHF | 100,00% | 100,00% |
18/09/2024 | 1,12% | 21,85 CHF | 22,10 CHF | 4 000 | 4 000 | 3 950 | 3 950 | 88 282 CHF | 89 271 CHF | 100,00% | 100,00% |
12/09/2024 | 0,93% | 21,65 CHF | 21,85 CHF | 4 000 | 4 000 | 3 962 | 3 962 | 85 326 CHF | 86 119 CHF | 99,94% | 99,94% |
11/09/2024 | 0,97% | 21,00 CHF | 21,20 CHF | 4 500 | 4 500 | 4 459 | 4 459 | 92 251 CHF | 93 144 CHF | 99,94% | 99,94% |
10/09/2024 | 0,97% | 20,35 CHF | 20,55 CHF | 4 500 | 4 500 | 4 355 | 4 355 | 89 933 CHF | 90 805 CHF | 99,99% | 99,99% |