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 | 0,22% | 11,08 CHF | 11,09 CHF | 34 000 | 34 000 | 15 549 | 15 549 | 167 953 CHF | 168 236 CHF | 99,38% | 99,38% |
25/09/2024 | 0,22% | 10,82 CHF | 10,83 CHF | 34 000 | 34 000 | 15 449 | 15 449 | 164 901 CHF | 165 184 CHF | 99,59% | 99,59% |
24/09/2024 | 0,22% | 10,40 CHF | 10,41 CHF | 35 000 | 35 000 | 15 760 | 15 760 | 166 728 CHF | 167 014 CHF | 99,76% | 99,76% |
23/09/2024 | 0,21% | 10,67 CHF | 10,68 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 168 657 CHF | 168 941 CHF | 99,95% | 99,95% |
20/09/2024 | 0,22% | 10,38 CHF | 10,39 CHF | 35 000 | 35 000 | 15 711 | 15 711 | 166 182 CHF | 166 467 CHF | 99,93% | 99,93% |
19/09/2024 | 0,22% | 10,86 CHF | 10,87 CHF | 34 000 | 34 000 | 15 695 | 15 695 | 167 949 CHF | 168 235 CHF | 96,77% | 96,77% |
18/09/2024 | 0,24% | 10,04 CHF | 10,05 CHF | 36 000 | 36 000 | 15 961 | 15 961 | 158 374 CHF | 158 661 CHF | 99,57% | 99,57% |
12/09/2024 | 0,24% | 9,94 CHF | 9,95 CHF | 36 000 | 36 000 | 16 576 | 16 576 | 162 943 CHF | 163 245 CHF | 99,97% | 99,97% |
11/09/2024 | 0,20% | 9,23 CHF | 9,24 CHF | 38 000 | 38 000 | 17 339 | 17 339 | 159 056 CHF | 159 321 CHF | 99,08% | 99,08% |
10/09/2024 | 0,19% | 9,28 CHF | 9,29 CHF | 38 000 | 38 000 | 17 587 | 17 587 | 162 969 CHF | 163 237 CHF | 100,00% | 100,00% |