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 | 0,19% | 12,40 CHF | 12,41 CHF | 34 000 | 34 000 | 15 549 | 15 549 | 188 470 CHF | 188 754 CHF | 99,38% | 99,38% |
25/09/2024 | 0,20% | 12,14 CHF | 12,15 CHF | 34 000 | 34 000 | 15 449 | 15 449 | 185 275 CHF | 185 559 CHF | 99,59% | 99,59% |
24/09/2024 | 0,19% | 11,71 CHF | 11,72 CHF | 35 000 | 35 000 | 15 760 | 15 760 | 187 477 CHF | 187 763 CHF | 99,76% | 99,76% |
23/09/2024 | 0,19% | 11,98 CHF | 11,99 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 189 243 CHF | 189 528 CHF | 99,95% | 99,95% |
20/09/2024 | 0,20% | 11,70 CHF | 11,71 CHF | 35 000 | 35 000 | 15 788 | 15 788 | 187 812 CHF | 188 098 CHF | 98,81% | 98,81% |
19/09/2024 | 0,19% | 12,18 CHF | 12,19 CHF | 34 000 | 34 000 | 15 719 | 15 719 | 188 914 CHF | 189 200 CHF | 96,42% | 96,42% |
18/09/2024 | 0,21% | 11,35 CHF | 11,36 CHF | 36 000 | 36 000 | 15 961 | 15 961 | 179 294 CHF | 179 580 CHF | 99,56% | 99,56% |
12/09/2024 | 0,21% | 11,26 CHF | 11,27 CHF | 36 000 | 36 000 | 16 579 | 16 579 | 184 897 CHF | 185 199 CHF | 99,98% | 99,98% |
11/09/2024 | 0,17% | 10,54 CHF | 10,55 CHF | 38 000 | 38 000 | 17 338 | 17 338 | 181 821 CHF | 182 085 CHF | 99,08% | 99,08% |
10/09/2024 | 0,17% | 10,59 CHF | 10,60 CHF | 38 000 | 38 000 | 17 584 | 17 584 | 186 035 CHF | 186 303 CHF | 99,99% | 99,99% |