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 | 0,31% | 3,31 CHF | 3,32 CHF | 25 000 | 25 000 | 24 718 | 24 471 | 82 695 CHF | 82 104 CHF | 98,63% | 98,63% |
25/09/2024 | 0,30% | 3,29 CHF | 3,30 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 82 473 CHF | 82 723 CHF | 97,98% | 97,98% |
24/09/2024 | 0,35% | 3,25 CHF | 3,26 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 832 CHF | 81 116 CHF | 100,00% | 100,00% |
23/09/2024 | 0,40% | 3,24 CHF | 3,25 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 995 CHF | 81 322 CHF | 100,00% | 100,00% |
20/09/2024 | 0,38% | 3,16 CHF | 3,18 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 79 843 CHF | 80 146 CHF | 89,67% | 89,67% |
19/09/2024 | 0,37% | 3,23 CHF | 3,24 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 992 CHF | 81 290 CHF | 99,35% | 99,35% |
18/09/2024 | 0,39% | 3,09 CHF | 3,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 77 770 CHF | 78 074 CHF | 97,77% | 97,77% |
12/09/2024 | 0,39% | 3,41 CHF | 3,42 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 83 761 CHF | 84 091 CHF | 97,85% | 97,85% |
11/09/2024 | 0,39% | 3,19 CHF | 3,21 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 80 304 CHF | 80 615 CHF | 99,03% | 99,03% |
10/09/2024 | 0,44% | 3,19 CHF | 3,20 CHF | 25 000 | 25 000 | 22 384 | 22 384 | 70 931 CHF | 71 225 CHF | 100,00% | 100,00% |