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 | 0,22% | 11,17 CHF | 11,18 CHF | 34 000 | 34 000 | 15 549 | 15 549 | 169 449 CHF | 169 733 CHF | 99,38% | 99,38% |
25/09/2024 | 0,22% | 10,92 CHF | 10,93 CHF | 34 000 | 34 000 | 15 464 | 15 464 | 166 537 CHF | 166 821 CHF | 99,48% | 99,48% |
24/09/2024 | 0,22% | 10,49 CHF | 10,50 CHF | 35 000 | 35 000 | 15 760 | 15 760 | 168 232 CHF | 168 518 CHF | 99,76% | 99,76% |
23/09/2024 | 0,21% | 10,76 CHF | 10,77 CHF | 35 000 | 35 000 | 15 583 | 15 583 | 170 156 CHF | 170 440 CHF | 99,95% | 99,95% |
20/09/2024 | 0,22% | 10,48 CHF | 10,49 CHF | 35 000 | 35 000 | 15 711 | 15 711 | 167 696 CHF | 167 982 CHF | 99,94% | 99,94% |
19/09/2024 | 0,22% | 10,95 CHF | 10,96 CHF | 34 000 | 34 000 | 15 782 | 15 782 | 170 413 CHF | 170 699 CHF | 96,83% | 96,83% |
18/09/2024 | 0,23% | 10,13 CHF | 10,14 CHF | 36 000 | 36 000 | 15 960 | 15 960 | 159 878 CHF | 160 164 CHF | 99,57% | 99,57% |
12/09/2024 | 0,23% | 10,04 CHF | 10,05 CHF | 36 000 | 36 000 | 16 555 | 16 555 | 164 325 CHF | 164 627 CHF | 99,98% | 99,98% |
11/09/2024 | 0,19% | 9,32 CHF | 9,33 CHF | 38 000 | 38 000 | 17 336 | 17 336 | 160 683 CHF | 160 947 CHF | 99,07% | 99,07% |
10/09/2024 | 0,19% | 9,37 CHF | 9,38 CHF | 38 000 | 38 000 | 17 579 | 17 579 | 164 581 CHF | 164 849 CHF | 100,00% | 100,00% |