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% | 11,84 CHF | 11,85 CHF | 34 000 | 34 000 | 15 549 | 15 549 | 179 749 CHF | 180 033 CHF | 99,38% | 99,38% |
25/09/2024 | 0,21% | 11,58 CHF | 11,59 CHF | 34 000 | 34 000 | 15 449 | 15 449 | 176 614 CHF | 176 898 CHF | 99,59% | 99,59% |
24/09/2024 | 0,20% | 11,15 CHF | 11,16 CHF | 35 000 | 35 000 | 15 760 | 15 760 | 178 664 CHF | 178 950 CHF | 99,77% | 99,77% |
23/09/2024 | 0,20% | 11,42 CHF | 11,43 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 180 499 CHF | 180 784 CHF | 99,95% | 99,95% |
20/09/2024 | 0,21% | 11,14 CHF | 11,15 CHF | 35 000 | 35 000 | 15 706 | 15 706 | 178 043 CHF | 178 329 CHF | 99,91% | 99,91% |
19/09/2024 | 0,20% | 11,62 CHF | 11,63 CHF | 34 000 | 34 000 | 15 720 | 15 720 | 180 126 CHF | 180 412 CHF | 96,41% | 96,41% |
18/09/2024 | 0,22% | 10,79 CHF | 10,80 CHF | 36 000 | 36 000 | 15 961 | 15 961 | 170 400 CHF | 170 686 CHF | 99,56% | 99,56% |
12/09/2024 | 0,22% | 10,70 CHF | 10,71 CHF | 36 000 | 36 000 | 16 577 | 16 577 | 175 557 CHF | 175 859 CHF | 99,97% | 99,97% |
11/09/2024 | 0,18% | 9,98 CHF | 9,99 CHF | 38 000 | 38 000 | 17 337 | 17 337 | 172 140 CHF | 172 405 CHF | 99,07% | 99,07% |
10/09/2024 | 0,18% | 10,03 CHF | 10,04 CHF | 38 000 | 38 000 | 17 585 | 17 585 | 176 235 CHF | 176 502 CHF | 99,99% | 99,99% |