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 | 0,12% | 8,54 CHF | 8,55 CHF | 75 000 | 75 000 | 74 983 | 74 983 | 640 697 CHF | 641 447 CHF | 99,39% | 99,39% |
25/09/2024 | 0,13% | 8,01 CHF | 8,02 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 596 952 CHF | 597 702 CHF | 100,00% | 100,00% |
24/09/2024 | 0,13% | 7,83 CHF | 7,84 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 593 804 CHF | 594 554 CHF | 100,00% | 100,00% |
23/09/2024 | 0,12% | 8,13 CHF | 8,14 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 608 538 CHF | 609 288 CHF | 99,77% | 99,77% |
20/09/2024 | 0,12% | 8,02 CHF | 8,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 604 043 CHF | 604 793 CHF | 97,16% | 97,16% |
19/09/2024 | 0,13% | 7,75 CHF | 7,76 CHF | 75 000 | 75 000 | 74 893 | 74 893 | 573 181 CHF | 573 931 CHF | 98,89% | 98,89% |
18/09/2024 | 0,14% | 7,05 CHF | 7,06 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 528 628 CHF | 529 378 CHF | 100,00% | 100,00% |
12/09/2024 | 0,14% | 7,34 CHF | 7,35 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 544 650 CHF | 545 400 CHF | 99,84% | 99,84% |
11/09/2024 | 0,15% | 6,67 CHF | 6,68 CHF | 75 000 | 75 000 | 74 968 | 74 968 | 507 933 CHF | 508 683 CHF | 99,72% | 99,72% |
10/09/2024 | 0,15% | 6,78 CHF | 6,79 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 516 870 CHF | 517 620 CHF | 100,00% | 100,00% |