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 | 0,42% | 2,36 CHF | 2,37 CHF | 88 000 | 88 000 | 88 456 | 88 456 | 209 079 CHF | 209 963 CHF | 100,00% | 100,00% |
25/09/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 92 000 | 92 000 | 91 874 | 91 874 | 231 170 CHF | 232 089 CHF | 100,00% | 100,00% |
24/09/2024 | 0,40% | 2,51 CHF | 2,52 CHF | 94 000 | 94 000 | 92 470 | 92 470 | 231 241 CHF | 232 166 CHF | 100,00% | 100,00% |
23/09/2024 | 0,38% | 2,61 CHF | 2,62 CHF | 96 000 | 96 000 | 96 932 | 96 932 | 257 427 CHF | 258 396 CHF | 100,00% | 100,00% |
20/09/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 98 000 | 98 000 | 96 977 | 96 977 | 257 821 CHF | 258 790 CHF | 100,00% | 100,00% |
19/09/2024 | 0,41% | 2,49 CHF | 2,50 CHF | 92 000 | 92 000 | 90 938 | 90 938 | 222 893 CHF | 223 803 CHF | 98,08% | 98,08% |
18/09/2024 | 0,40% | 2,52 CHF | 2,53 CHF | 94 000 | 94 000 | 93 611 | 93 611 | 234 882 CHF | 235 818 CHF | 99,18% | 99,18% |
12/09/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 98 000 | 98 000 | 95 403 | 95 403 | 245 914 CHF | 246 868 CHF | 100,00% | 100,00% |
11/09/2024 | 0,39% | 2,54 CHF | 2,55 CHF | 96 000 | 96 000 | 96 646 | 96 646 | 249 481 CHF | 250 448 CHF | 100,00% | 100,00% |
10/09/2024 | 0,39% | 2,63 CHF | 2,64 CHF | 98 000 | 98 000 | 96 845 | 96 845 | 251 052 CHF | 252 021 CHF | 99,02% | 99,02% |