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 | 0,20% | 12,30 CHF | 12,31 CHF | 34 000 | 34 000 | 15 551 | 15 551 | 187 004 CHF | 187 287 CHF | 99,39% | 99,39% |
25/09/2024 | 0,20% | 12,04 CHF | 12,05 CHF | 34 000 | 34 000 | 15 449 | 15 449 | 183 788 CHF | 184 071 CHF | 99,59% | 99,59% |
24/09/2024 | 0,20% | 11,62 CHF | 11,63 CHF | 35 000 | 35 000 | 15 704 | 15 704 | 185 304 CHF | 185 590 CHF | 99,47% | 99,47% |
23/09/2024 | 0,19% | 11,89 CHF | 11,90 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 187 748 CHF | 188 033 CHF | 99,95% | 99,95% |
20/09/2024 | 0,20% | 11,61 CHF | 11,62 CHF | 35 000 | 35 000 | 15 711 | 15 711 | 185 398 CHF | 185 683 CHF | 99,94% | 99,94% |
19/09/2024 | 0,20% | 12,08 CHF | 12,09 CHF | 34 000 | 34 000 | 15 693 | 15 693 | 187 094 CHF | 187 380 CHF | 96,78% | 96,78% |
18/09/2024 | 0,21% | 11,26 CHF | 11,27 CHF | 36 000 | 36 000 | 15 960 | 15 960 | 177 763 CHF | 178 049 CHF | 99,58% | 99,58% |
12/09/2024 | 0,21% | 11,17 CHF | 11,18 CHF | 36 000 | 36 000 | 16 554 | 16 554 | 183 035 CHF | 183 336 CHF | 99,97% | 99,97% |
11/09/2024 | 0,17% | 10,44 CHF | 10,45 CHF | 38 000 | 38 000 | 17 339 | 17 339 | 180 173 CHF | 180 437 CHF | 99,08% | 99,08% |
10/09/2024 | 0,17% | 10,50 CHF | 10,51 CHF | 38 000 | 38 000 | 17 580 | 17 580 | 184 296 CHF | 184 564 CHF | 100,00% | 100,00% |