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 | 0,91% | 4,05 CHF | 4,07 CHF | 31 370 | 31 370 | 20 434 | 20 434 | 85 724 CHF | 86 445 CHF | 100,00% | 100,00% |
25/09/2024 | 0,92% | 4,20 CHF | 4,22 CHF | 30 630 | 30 630 | 20 559 | 20 559 | 85 896 CHF | 86 624 CHF | 100,00% | 100,00% |
24/09/2024 | 0,95% | 4,15 CHF | 4,17 CHF | 30 720 | 30 720 | 20 754 | 20 754 | 84 323 CHF | 85 063 CHF | 98,99% | 98,99% |
23/09/2024 | 0,95% | 4,07 CHF | 4,09 CHF | 31 180 | 31 180 | 20 937 | 20 937 | 84 560 CHF | 85 302 CHF | 100,00% | 100,00% |
20/09/2024 | 0,95% | 4,00 CHF | 4,02 CHF | 31 620 | 31 620 | 21 004 | 21 004 | 84 879 CHF | 85 622 CHF | 100,00% | 100,00% |
19/09/2024 | 0,96% | 4,12 CHF | 4,14 CHF | 30 900 | 30 900 | 21 023 | 21 023 | 84 492 CHF | 85 237 CHF | 99,95% | 99,95% |
18/09/2024 | 1,07% | 3,98 CHF | 4,00 CHF | 31 540 | 31 540 | 20 600 | 20 600 | 82 712 CHF | 83 413 CHF | 100,00% | 100,00% |
12/09/2024 | 0,99% | 3,95 CHF | 3,97 CHF | 31 740 | 31 740 | 21 266 | 21 266 | 83 170 CHF | 83 925 CHF | 99,56% | 99,56% |
11/09/2024 | 1,02% | 3,73 CHF | 3,75 CHF | 32 760 | 32 760 | 21 729 | 21 729 | 81 690 CHF | 82 461 CHF | 99,54% | 99,54% |
10/09/2024 | 1,01% | 3,76 CHF | 3,78 CHF | 32 530 | 32 530 | 21 663 | 21 663 | 82 103 CHF | 82 869 CHF | 100,00% | 100,00% |