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 | 0,21% | 11,27 CHF | 11,28 CHF | 34 000 | 34 000 | 15 548 | 15 548 | 170 998 CHF | 171 282 CHF | 99,38% | 99,38% |
25/09/2024 | 0,22% | 11,02 CHF | 11,03 CHF | 34 000 | 34 000 | 15 464 | 15 464 | 168 085 CHF | 168 369 CHF | 99,49% | 99,49% |
24/09/2024 | 0,21% | 10,59 CHF | 10,60 CHF | 35 000 | 35 000 | 15 759 | 15 759 | 169 803 CHF | 170 089 CHF | 99,78% | 99,78% |
23/09/2024 | 0,21% | 10,86 CHF | 10,87 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 171 734 CHF | 172 018 CHF | 99,95% | 99,95% |
20/09/2024 | 0,22% | 10,58 CHF | 10,59 CHF | 35 000 | 35 000 | 15 708 | 15 708 | 169 241 CHF | 169 527 CHF | 99,92% | 99,92% |
19/09/2024 | 0,21% | 11,05 CHF | 11,06 CHF | 34 000 | 34 000 | 15 783 | 15 783 | 172 002 CHF | 172 288 CHF | 96,81% | 96,81% |
18/09/2024 | 0,23% | 10,23 CHF | 10,24 CHF | 36 000 | 36 000 | 16 032 | 16 032 | 162 215 CHF | 162 501 CHF | 99,97% | 99,97% |
12/09/2024 | 0,23% | 10,14 CHF | 10,15 CHF | 36 000 | 36 000 | 16 553 | 16 553 | 165 967 CHF | 166 269 CHF | 99,97% | 99,97% |
11/09/2024 | 0,19% | 9,42 CHF | 9,43 CHF | 38 000 | 38 000 | 17 337 | 17 337 | 162 420 CHF | 162 684 CHF | 99,07% | 99,07% |
10/09/2024 | 0,19% | 9,47 CHF | 9,48 CHF | 38 000 | 38 000 | 17 584 | 17 584 | 166 390 CHF | 166 658 CHF | 99,99% | 99,99% |