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 | 0,18% | 5,54 CHF | 5,55 CHF | 104 000 | 104 000 | 103 369 | 103 369 | 576 750 CHF | 577 784 CHF | 99,99% | 99,99% |
25/09/2024 | 0,19% | 5,46 CHF | 5,47 CHF | 104 000 | 104 000 | 104 608 | 104 608 | 564 306 CHF | 565 352 CHF | 100,00% | 100,00% |
24/09/2024 | 0,18% | 5,65 CHF | 5,66 CHF | 102 000 | 102 000 | 101 840 | 101 840 | 576 228 CHF | 577 246 CHF | 100,00% | 100,00% |
23/09/2024 | 0,18% | 5,67 CHF | 5,68 CHF | 102 000 | 102 000 | 101 580 | 101 580 | 576 660 CHF | 577 676 CHF | 100,00% | 100,00% |
20/09/2024 | 0,18% | 5,57 CHF | 5,58 CHF | 104 000 | 104 000 | 102 278 | 102 278 | 574 603 CHF | 575 626 CHF | 100,00% | 100,00% |
19/09/2024 | 0,18% | 5,62 CHF | 5,63 CHF | 104 000 | 104 000 | 103 423 | 103 423 | 572 914 CHF | 573 949 CHF | 98,21% | 98,21% |
18/09/2024 | 0,19% | 5,30 CHF | 5,31 CHF | 106 000 | 106 000 | 106 003 | 106 003 | 561 299 CHF | 562 359 CHF | 99,98% | 99,98% |
12/09/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 106 000 | 106 000 | 106 367 | 106 367 | 561 732 CHF | 562 796 CHF | 99,99% | 99,99% |
11/09/2024 | 0,20% | 5,05 CHF | 5,06 CHF | 110 000 | 110 000 | 110 501 | 110 501 | 550 671 CHF | 551 776 CHF | 100,00% | 100,00% |
10/09/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 110 000 | 110 000 | 109 684 | 109 684 | 548 516 CHF | 549 612 CHF | 99,97% | 99,97% |