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% | 11,45 CHF | 11,46 CHF | 34 000 | 34 000 | 15 551 | 15 551 | 173 806 CHF | 174 090 CHF | 99,39% | 99,39% |
25/09/2024 | 0,21% | 11,20 CHF | 11,21 CHF | 34 000 | 34 000 | 15 464 | 15 464 | 170 853 CHF | 171 137 CHF | 99,49% | 99,49% |
24/09/2024 | 0,21% | 10,77 CHF | 10,78 CHF | 35 000 | 35 000 | 15 760 | 15 760 | 172 625 CHF | 172 911 CHF | 99,75% | 99,75% |
23/09/2024 | 0,21% | 11,04 CHF | 11,05 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 174 516 CHF | 174 800 CHF | 99,95% | 99,95% |
20/09/2024 | 0,21% | 10,76 CHF | 10,77 CHF | 35 000 | 35 000 | 15 707 | 15 707 | 172 040 CHF | 172 326 CHF | 99,92% | 99,92% |
19/09/2024 | 0,21% | 11,23 CHF | 11,24 CHF | 34 000 | 34 000 | 15 783 | 15 783 | 174 831 CHF | 175 118 CHF | 96,81% | 96,81% |
18/09/2024 | 0,23% | 10,41 CHF | 10,42 CHF | 36 000 | 36 000 | 15 960 | 15 960 | 164 317 CHF | 164 603 CHF | 99,56% | 99,56% |
12/09/2024 | 0,23% | 10,32 CHF | 10,33 CHF | 36 000 | 36 000 | 16 555 | 16 555 | 168 957 CHF | 169 258 CHF | 99,98% | 99,98% |
11/09/2024 | 0,19% | 9,60 CHF | 9,61 CHF | 38 000 | 38 000 | 17 339 | 17 339 | 165 529 CHF | 165 793 CHF | 99,08% | 99,08% |
10/09/2024 | 0,19% | 9,65 CHF | 9,66 CHF | 38 000 | 38 000 | 17 584 | 17 584 | 169 521 CHF | 169 788 CHF | 99,99% | 99,99% |