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 | 2,99% | 0,33 CHF | 0,34 CHF | 212 000 | 212 000 | 215 258 | 215 258 | 71 035 CHF | 73 188 CHF | 100,00% | 100,00% |
25/09/2024 | 2,92% | 0,33 CHF | 0,34 CHF | 216 000 | 216 000 | 215 697 | 215 697 | 72 889 CHF | 75 046 CHF | 100,00% | 100,00% |
24/09/2024 | 2,87% | 0,34 CHF | 0,35 CHF | 216 000 | 216 000 | 218 173 | 218 173 | 74 930 CHF | 77 111 CHF | 100,00% | 100,00% |
23/09/2024 | 2,76% | 0,35 CHF | 0,36 CHF | 220 000 | 220 000 | 220 000 | 220 000 | 78 498 CHF | 80 698 CHF | 100,00% | 100,00% |
20/09/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 224 000 | 224 000 | 223 632 | 223 632 | 82 528 CHF | 84 764 CHF | 100,00% | 100,00% |
19/09/2024 | 2,71% | 0,36 CHF | 0,37 CHF | 224 000 | 224 000 | 223 918 | 223 918 | 81 595 CHF | 83 834 CHF | 97,88% | 97,88% |
18/09/2024 | 2,67% | 0,37 CHF | 0,38 CHF | 224 000 | 224 000 | 225 535 | 225 535 | 83 445 CHF | 85 700 CHF | 99,19% | 99,19% |
12/09/2024 | 2,72% | 0,37 CHF | 0,38 CHF | 224 000 | 224 000 | 223 975 | 223 975 | 81 337 CHF | 83 576 CHF | 100,00% | 100,00% |
11/09/2024 | 2,69% | 0,37 CHF | 0,38 CHF | 228 000 | 228 000 | 227 111 | 227 111 | 83 244 CHF | 85 516 CHF | 100,00% | 100,00% |
10/09/2024 | 2,81% | 0,36 CHF | 0,37 CHF | 224 000 | 224 000 | 222 945 | 222 945 | 78 313 CHF | 80 542 CHF | 99,75% | 99,75% |