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 | 0,43% | 2,27 CHF | 2,28 CHF | 43 000 | 43 000 | 42 473 | 42 473 | 97 577 CHF | 98 002 CHF | 100,00% | 100,00% |
25/09/2024 | 0,43% | 2,29 CHF | 2,30 CHF | 43 000 | 43 000 | 42 329 | 42 329 | 97 142 CHF | 97 565 CHF | 100,00% | 100,00% |
24/09/2024 | 0,44% | 2,27 CHF | 2,28 CHF | 43 000 | 43 000 | 42 591 | 42 591 | 97 356 CHF | 97 782 CHF | 100,00% | 100,00% |
23/09/2024 | 0,45% | 2,24 CHF | 2,25 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 95 947 CHF | 96 377 CHF | 99,96% | 99,96% |
20/09/2024 | 0,45% | 2,20 CHF | 2,21 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 95 799 CHF | 96 229 CHF | 99,91% | 99,91% |
19/09/2024 | 0,45% | 2,25 CHF | 2,26 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 96 202 CHF | 96 632 CHF | 98,18% | 98,18% |
18/09/2024 | 0,46% | 2,16 CHF | 2,17 CHF | 43 000 | 43 000 | 43 000 | 43 000 | 93 598 CHF | 94 028 CHF | 99,96% | 99,96% |
12/09/2024 | 0,46% | 2,15 CHF | 2,16 CHF | 43 000 | 43 000 | 43 026 | 43 026 | 92 973 CHF | 93 403 CHF | 100,00% | 100,00% |
11/09/2024 | 0,47% | 2,13 CHF | 2,14 CHF | 44 000 | 44 000 | 43 472 | 43 472 | 92 789 CHF | 93 224 CHF | 100,00% | 100,00% |
10/09/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 44 000 | 44 000 | 43 140 | 43 140 | 93 767 CHF | 94 199 CHF | 100,00% | 100,00% |