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 | 0,17% | 6,02 CHF | 6,03 CHF | 104 000 | 104 000 | 103 369 | 103 369 | 625 594 CHF | 626 627 CHF | 99,99% | 99,99% |
25/09/2024 | 0,17% | 5,93 CHF | 5,94 CHF | 104 000 | 104 000 | 104 608 | 104 608 | 613 820 CHF | 614 866 CHF | 100,00% | 100,00% |
24/09/2024 | 0,16% | 6,12 CHF | 6,13 CHF | 102 000 | 102 000 | 101 839 | 101 839 | 624 328 CHF | 625 347 CHF | 100,00% | 100,00% |
23/09/2024 | 0,16% | 6,14 CHF | 6,15 CHF | 102 000 | 102 000 | 101 580 | 101 580 | 624 635 CHF | 625 651 CHF | 100,00% | 100,00% |
20/09/2024 | 0,16% | 6,05 CHF | 6,06 CHF | 104 000 | 104 000 | 102 279 | 102 279 | 623 059 CHF | 624 082 CHF | 100,00% | 100,00% |
19/09/2024 | 0,17% | 6,09 CHF | 6,10 CHF | 104 000 | 104 000 | 103 423 | 103 423 | 621 683 CHF | 622 717 CHF | 98,17% | 98,17% |
18/09/2024 | 0,17% | 5,77 CHF | 5,78 CHF | 106 000 | 106 000 | 106 003 | 106 003 | 610 940 CHF | 612 000 CHF | 99,96% | 99,96% |
12/09/2024 | 0,17% | 5,78 CHF | 5,79 CHF | 106 000 | 106 000 | 106 367 | 106 367 | 611 532 CHF | 612 596 CHF | 99,99% | 99,99% |
11/09/2024 | 0,18% | 5,51 CHF | 5,52 CHF | 110 000 | 110 000 | 110 498 | 110 498 | 601 936 CHF | 603 041 CHF | 100,00% | 100,00% |
10/09/2024 | 0,18% | 5,44 CHF | 5,45 CHF | 110 000 | 110 000 | 109 685 | 109 685 | 599 444 CHF | 600 541 CHF | 99,92% | 99,92% |