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 | 5,52% | 0,17 CHF | 0,18 CHF | 106 000 | 106 000 | 107 628 | 107 628 | 18 962 CHF | 20 038 CHF | 100,00% | 100,00% |
25/09/2024 | 5,24% | 0,18 CHF | 0,19 CHF | 108 000 | 108 000 | 107 849 | 107 849 | 20 046 CHF | 21 125 CHF | 100,00% | 100,00% |
24/09/2024 | 4,80% | 0,20 CHF | 0,21 CHF | 108 000 | 108 000 | 109 086 | 109 086 | 22 192 CHF | 23 283 CHF | 100,00% | 100,00% |
23/09/2024 | 4,34% | 0,22 CHF | 0,23 CHF | 110 000 | 110 000 | 110 000 | 110 000 | 24 804 CHF | 25 904 CHF | 100,00% | 100,00% |
20/09/2024 | 3,97% | 0,25 CHF | 0,26 CHF | 112 000 | 112 000 | 111 817 | 111 817 | 27 643 CHF | 28 761 CHF | 100,00% | 100,00% |
19/09/2024 | 4,02% | 0,24 CHF | 0,25 CHF | 112 000 | 112 000 | 111 959 | 111 959 | 27 286 CHF | 28 406 CHF | 97,87% | 97,87% |
18/09/2024 | 3,85% | 0,25 CHF | 0,26 CHF | 112 000 | 112 000 | 112 768 | 112 768 | 28 756 CHF | 29 883 CHF | 99,19% | 99,19% |
12/09/2024 | 4,06% | 0,25 CHF | 0,26 CHF | 112 000 | 112 000 | 111 987 | 111 987 | 27 067 CHF | 28 187 CHF | 100,00% | 100,00% |
11/09/2024 | 3,90% | 0,25 CHF | 0,26 CHF | 114 000 | 114 000 | 113 544 | 113 544 | 28 571 CHF | 29 707 CHF | 100,00% | 100,00% |
10/09/2024 | 4,41% | 0,24 CHF | 0,25 CHF | 112 000 | 112 000 | 111 473 | 111 473 | 24 751 CHF | 25 866 CHF | 99,75% | 99,75% |