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 | 0,34% | 26,79 CHF | 26,88 CHF | 3 500 | 3 500 | 3 500 | 3 500 | 93 343 CHF | 93 658 CHF | 98,69% | 98,69% |
25/09/2024 | 0,34% | 24,28 CHF | 24,36 CHF | 4 000 | 4 000 | 3 950 | 3 950 | 92 401 CHF | 92 717 CHF | 99,51% | 99,51% |
24/09/2024 | 0,33% | 21,08 CHF | 21,15 CHF | 4 300 | 4 300 | 4 301 | 4 301 | 91 320 CHF | 91 621 CHF | 99,45% | 99,45% |
23/09/2024 | 0,35% | 19,98 CHF | 20,05 CHF | 4 300 | 4 300 | 4 306 | 4 306 | 86 847 CHF | 87 148 CHF | 100,00% | 100,00% |
20/09/2024 | 0,39% | 18,96 CHF | 19,04 CHF | 4 300 | 4 300 | 4 024 | 4 024 | 82 371 CHF | 82 693 CHF | 100,00% | 100,00% |
19/09/2024 | 0,33% | 20,96 CHF | 21,03 CHF | 4 600 | 4 600 | 4 616 | 4 616 | 96 596 CHF | 96 919 CHF | 97,77% | 97,77% |
18/09/2024 | 0,39% | 18,09 CHF | 18,16 CHF | 4 800 | 4 800 | 4 800 | 4 800 | 86 859 CHF | 87 195 CHF | 100,00% | 100,00% |
12/09/2024 | 0,36% | 16,71 CHF | 16,77 CHF | 6 100 | 6 100 | 6 097 | 6 097 | 100 232 CHF | 100 594 CHF | 99,91% | 99,91% |
11/09/2024 | 0,40% | 14,50 CHF | 14,56 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 88 358 CHF | 88 712 CHF | 99,95% | 99,95% |
10/09/2024 | 0,38% | 14,43 CHF | 14,48 CHF | 6 000 | 6 000 | 6 000 | 6 000 | 87 699 CHF | 88 036 CHF | 100,00% | 100,00% |