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 | 0,23% | 4,52 CHF | 4,53 CHF | 50 000 | 50 000 | 48 647 | 48 647 | 219 620 CHF | 220 119 CHF | 98,48% | 98,48% |
25/09/2024 | 0,23% | 4,39 CHF | 4,40 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 216 353 CHF | 216 853 CHF | 99,51% | 99,51% |
24/09/2024 | 0,25% | 4,19 CHF | 4,20 CHF | 50 000 | 50 000 | 46 318 | 46 318 | 194 232 CHF | 194 686 CHF | 99,99% | 99,99% |
23/09/2024 | 0,24% | 4,12 CHF | 4,13 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 206 542 CHF | 207 042 CHF | 100,00% | 100,00% |
20/09/2024 | 0,24% | 4,06 CHF | 4,07 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 206 906 CHF | 207 406 CHF | 89,67% | 89,67% |
19/09/2024 | 0,22% | 4,17 CHF | 4,18 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 208 449 CHF | 208 899 CHF | 99,34% | 99,34% |
18/09/2024 | 0,23% | 3,98 CHF | 3,99 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 199 218 CHF | 199 668 CHF | 99,39% | 99,39% |
12/09/2024 | 0,23% | 3,88 CHF | 3,89 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 192 923 CHF | 193 373 CHF | 98,38% | 98,38% |
11/09/2024 | 0,27% | 3,70 CHF | 3,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 185 996 CHF | 186 496 CHF | 97,66% | 97,66% |
10/09/2024 | 0,37% | 3,70 CHF | 3,71 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 185 511 CHF | 186 196 CHF | 100,00% | 100,00% |