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 | 0,31% | 3,32 CHF | 3,33 CHF | 142 000 | 142 000 | 61 663 | 61 663 | 207 551 CHF | 208 170 CHF | 99,99% | 99,99% |
25/09/2024 | 0,34% | 3,15 CHF | 3,16 CHF | 146 000 | 146 000 | 64 896 | 64 896 | 197 922 CHF | 198 572 CHF | 99,90% | 99,90% |
24/09/2024 | 0,35% | 2,95 CHF | 2,96 CHF | 150 000 | 150 000 | 65 683 | 65 683 | 194 261 CHF | 194 921 CHF | 99,81% | 99,81% |
23/09/2024 | 0,35% | 2,90 CHF | 2,91 CHF | 152 000 | 152 000 | 65 644 | 65 644 | 192 916 CHF | 193 574 CHF | 100,00% | 100,00% |
20/09/2024 | 0,35% | 2,81 CHF | 2,82 CHF | 154 000 | 154 000 | 65 980 | 65 980 | 191 990 CHF | 192 651 CHF | 100,00% | 100,00% |
19/09/2024 | 0,37% | 2,96 CHF | 2,97 CHF | 150 000 | 150 000 | 67 012 | 67 012 | 191 886 CHF | 192 561 CHF | 97,90% | 97,90% |
18/09/2024 | 0,38% | 2,66 CHF | 2,67 CHF | 158 000 | 158 000 | 69 142 | 69 142 | 184 902 CHF | 185 594 CHF | 99,19% | 99,19% |
12/09/2024 | 0,38% | 2,72 CHF | 2,73 CHF | 156 000 | 156 000 | 68 018 | 68 018 | 183 244 CHF | 183 927 CHF | 99,99% | 99,99% |
11/09/2024 | 0,48% | 2,36 CHF | 2,37 CHF | 166 000 | 166 000 | 67 640 | 67 640 | 159 741 CHF | 160 430 CHF | 99,73% | 99,73% |
10/09/2024 | 0,47% | 2,20 CHF | 2,21 CHF | 170 000 | 170 000 | 74 490 | 74 490 | 162 951 CHF | 163 697 CHF | 100,00% | 100,00% |