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 | 0,92% | 2,17 CHF | 2,19 CHF | 35 800 | 35 800 | 35 800 | 35 800 | 77 593 CHF | 78 309 CHF | 99,91% | 99,91% |
25/09/2024 | 1,02% | 1,84 CHF | 1,86 CHF | 35 300 | 35 300 | 33 735 | 33 735 | 65 942 CHF | 66 617 CHF | 100,00% | 100,00% |
24/09/2024 | 0,91% | 1,97 CHF | 1,99 CHF | 35 700 | 35 700 | 35 704 | 35 704 | 78 345 CHF | 79 059 CHF | 99,75% | 99,75% |
23/09/2024 | 1,09% | 1,88 CHF | 1,90 CHF | 38 900 | 38 900 | 38 574 | 38 574 | 70 297 CHF | 71 068 CHF | 99,96% | 99,96% |
20/09/2024 | 1,09% | 1,73 CHF | 1,75 CHF | 36 800 | 36 800 | 36 642 | 36 642 | 66 782 CHF | 67 515 CHF | 99,91% | 99,91% |
19/09/2024 | 1,05% | 1,94 CHF | 1,96 CHF | 38 500 | 38 500 | 39 258 | 39 258 | 74 678 CHF | 75 463 CHF | 98,18% | 98,18% |
18/09/2024 | 1,18% | 1,70 CHF | 1,72 CHF | 39 800 | 39 800 | 39 800 | 39 800 | 67 067 CHF | 67 863 CHF | 99,97% | 99,97% |
12/09/2024 | 0,67% | 1,45 CHF | 1,46 CHF | 51 900 | 51 900 | 51 871 | 51 871 | 77 205 CHF | 77 724 CHF | 100,00% | 100,00% |
11/09/2024 | 0,76% | 1,31 CHF | 1,32 CHF | 56 900 | 56 900 | 55 242 | 55 242 | 72 781 CHF | 73 333 CHF | 100,00% | 100,00% |
10/09/2024 | 1,30% | 1,23 CHF | 1,24 CHF | 51 300 | 51 300 | 49 335 | 49 335 | 66 784 CHF | 67 666 CHF | 100,00% | 100,00% |