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% | 8,51 CHF | 8,52 CHF | 75 000 | 75 000 | 74 984 | 74 984 | 638 288 CHF | 639 038 CHF | 99,38% | 99,38% |
25/09/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 594 537 CHF | 595 287 CHF | 100,00% | 100,00% |
24/09/2024 | 0,13% | 7,80 CHF | 7,81 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 591 392 CHF | 592 142 CHF | 100,00% | 100,00% |
23/09/2024 | 0,12% | 8,09 CHF | 8,10 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 606 138 CHF | 606 888 CHF | 99,76% | 99,76% |
20/09/2024 | 0,12% | 7,99 CHF | 8,00 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 601 647 CHF | 602 397 CHF | 97,16% | 97,16% |
19/09/2024 | 0,13% | 7,72 CHF | 7,73 CHF | 75 000 | 75 000 | 74 892 | 74 892 | 570 791 CHF | 571 541 CHF | 98,89% | 98,89% |
18/09/2024 | 0,14% | 7,02 CHF | 7,03 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 526 238 CHF | 526 988 CHF | 100,00% | 100,00% |
12/09/2024 | 0,14% | 7,31 CHF | 7,32 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 542 272 CHF | 543 022 CHF | 99,78% | 99,78% |
11/09/2024 | 0,15% | 6,64 CHF | 6,65 CHF | 75 000 | 75 000 | 74 964 | 74 964 | 505 525 CHF | 506 275 CHF | 99,73% | 99,73% |
10/09/2024 | 0,15% | 6,74 CHF | 6,75 CHF | 75 000 | 75 000 | 75 000 | 75 000 | 514 485 CHF | 515 235 CHF | 100,00% | 100,00% |