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 | 0,32% | 4,99 CHF | 5,00 CHF | 68 000 | 68 000 | 31 028 | 31 028 | 150 514 CHF | 150 918 CHF | 99,38% | 99,38% |
25/09/2024 | 0,33% | 4,86 CHF | 4,87 CHF | 68 000 | 68 000 | 30 898 | 30 898 | 147 902 CHF | 148 307 CHF | 99,59% | 99,59% |
24/09/2024 | 0,32% | 4,65 CHF | 4,66 CHF | 70 000 | 70 000 | 31 131 | 31 131 | 147 526 CHF | 147 929 CHF | 99,74% | 99,74% |
23/09/2024 | 0,32% | 4,78 CHF | 4,79 CHF | 70 000 | 70 000 | 30 647 | 30 647 | 148 987 CHF | 149 383 CHF | 99,97% | 99,97% |
20/09/2024 | 0,33% | 4,64 CHF | 4,65 CHF | 70 000 | 70 000 | 31 563 | 31 563 | 149 554 CHF | 149 964 CHF | 98,77% | 98,77% |
19/09/2024 | 0,32% | 4,88 CHF | 4,89 CHF | 68 000 | 68 000 | 31 518 | 31 518 | 151 351 CHF | 151 761 CHF | 97,16% | 97,16% |
18/09/2024 | 0,35% | 4,47 CHF | 4,48 CHF | 72 000 | 72 000 | 31 654 | 31 654 | 139 596 CHF | 140 001 CHF | 99,55% | 99,55% |
12/09/2024 | 0,36% | 4,41 CHF | 4,42 CHF | 72 000 | 72 000 | 32 824 | 32 824 | 143 014 CHF | 143 440 CHF | 99,97% | 99,97% |
11/09/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 76 000 | 76 000 | 34 191 | 34 191 | 137 675 CHF | 138 018 CHF | 99,80% | 99,80% |
10/09/2024 | 0,25% | 4,08 CHF | 4,09 CHF | 76 000 | 76 000 | 34 401 | 34 401 | 140 132 CHF | 140 477 CHF | 100,00% | 100,00% |