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 | 0,41% | 4,88 CHF | 4,90 CHF | 59 000 | 59 000 | 59 000 | 59 000 | 287 803 CHF | 288 983 CHF | 99,99% | 99,99% |
25/09/2024 | 0,42% | 4,80 CHF | 4,82 CHF | 59 000 | 59 000 | 59 679 | 59 679 | 284 786 CHF | 285 980 CHF | 99,50% | 99,50% |
24/09/2024 | 0,42% | 4,68 CHF | 4,70 CHF | 60 000 | 60 000 | 60 017 | 60 017 | 284 017 CHF | 285 217 CHF | 99,45% | 99,45% |
23/09/2024 | 0,42% | 4,70 CHF | 4,72 CHF | 60 000 | 60 000 | 60 268 | 60 268 | 283 031 CHF | 284 237 CHF | 100,00% | 100,00% |
20/09/2024 | 0,42% | 4,70 CHF | 4,72 CHF | 60 000 | 60 000 | 59 999 | 59 999 | 285 035 CHF | 286 235 CHF | 100,00% | 100,00% |
19/09/2024 | 0,41% | 4,87 CHF | 4,89 CHF | 59 000 | 59 000 | 59 113 | 59 113 | 286 300 CHF | 287 483 CHF | 97,77% | 97,77% |
18/09/2024 | 0,43% | 4,65 CHF | 4,67 CHF | 61 000 | 61 000 | 60 711 | 60 711 | 282 177 CHF | 283 391 CHF | 100,00% | 100,00% |
12/09/2024 | 0,45% | 4,40 CHF | 4,42 CHF | 62 000 | 62 000 | 62 217 | 62 217 | 274 483 CHF | 275 728 CHF | 100,00% | 100,00% |
11/09/2024 | 0,46% | 4,28 CHF | 4,30 CHF | 63 000 | 63 000 | 63 028 | 63 028 | 273 196 CHF | 274 457 CHF | 100,00% | 100,00% |
10/09/2024 | 0,46% | 4,36 CHF | 4,38 CHF | 63 000 | 63 000 | 62 898 | 62 898 | 274 239 CHF | 275 497 CHF | 100,00% | 100,00% |