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 | 0,42% | 2,38 CHF | 2,39 CHF | 52 000 | 52 000 | 51 274 | 51 274 | 122 099 CHF | 122 612 CHF | 100,00% | 100,00% |
25/09/2024 | 0,41% | 2,41 CHF | 2,42 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 121 591 CHF | 122 091 CHF | 100,00% | 100,00% |
24/09/2024 | 0,43% | 2,35 CHF | 2,36 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 122 041 CHF | 122 561 CHF | 99,73% | 99,73% |
23/09/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 118 346 CHF | 118 866 CHF | 99,97% | 99,97% |
20/09/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 120 451 CHF | 120 971 CHF | 99,91% | 99,91% |
19/09/2024 | 0,43% | 2,31 CHF | 2,32 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 120 627 CHF | 121 147 CHF | 98,20% | 98,20% |
18/09/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 118 458 CHF | 118 978 CHF | 99,97% | 99,97% |
12/09/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 119 975 CHF | 120 495 CHF | 100,00% | 100,00% |
11/09/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 52 000 | 52 000 | 51 974 | 51 974 | 118 262 CHF | 118 782 CHF | 100,00% | 100,00% |
10/09/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 118 870 CHF | 119 390 CHF | 100,00% | 100,00% |