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 | 0,58% | 10,43 CHF | 10,49 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 155 376 CHF | 156 276 CHF | 100,00% | 100,00% |
25/09/2024 | 0,56% | 10,62 CHF | 10,68 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 159 352 CHF | 160 252 CHF | 100,00% | 100,00% |
24/09/2024 | 0,58% | 10,31 CHF | 10,37 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 155 507 CHF | 156 407 CHF | 100,00% | 100,00% |
23/09/2024 | 0,56% | 10,51 CHF | 10,57 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 158 958 CHF | 159 858 CHF | 100,00% | 100,00% |
20/09/2024 | 0,59% | 10,20 CHF | 10,26 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 151 396 CHF | 152 296 CHF | 100,00% | 100,00% |
19/09/2024 | 0,60% | 9,99 CHF | 10,05 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 148 734 CHF | 149 634 CHF | 98,16% | 98,16% |
18/09/2024 | 0,62% | 10,29 CHF | 10,35 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 144 316 CHF | 145 216 CHF | 100,00% | 100,00% |
12/09/2024 | 0,54% | 10,89 CHF | 10,95 CHF | 15 000 | 15 000 | 14 998 | 14 998 | 165 862 CHF | 166 762 CHF | 100,00% | 100,00% |
11/09/2024 | 0,51% | 11,35 CHF | 11,41 CHF | 15 000 | 15 000 | 14 991 | 14 991 | 175 497 CHF | 176 397 CHF | 99,58% | 99,58% |
10/09/2024 | 0,50% | 11,92 CHF | 11,98 CHF | 15 000 | 15 000 | 15 000 | 15 000 | 180 469 CHF | 181 369 CHF | 100,00% | 100,00% |