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 | 0,27% | 9,05 CHF | 9,06 CHF | 48 000 | 48 000 | 19 073 | 19 073 | 178 522 CHF | 178 888 CHF | 99,94% | 99,94% |
25/09/2024 | 0,29% | 9,16 CHF | 9,17 CHF | 48 000 | 48 000 | 19 330 | 19 330 | 173 101 CHF | 173 472 CHF | 99,90% | 99,90% |
24/09/2024 | 0,30% | 8,59 CHF | 8,60 CHF | 50 000 | 50 000 | 19 720 | 19 720 | 170 502 CHF | 170 877 CHF | 99,94% | 99,94% |
23/09/2024 | 0,30% | 8,71 CHF | 8,72 CHF | 50 000 | 50 000 | 19 938 | 19 938 | 170 785 CHF | 171 166 CHF | 99,86% | 99,86% |
20/09/2024 | 0,31% | 8,33 CHF | 8,34 CHF | 51 000 | 51 000 | 20 297 | 20 297 | 171 479 CHF | 171 866 CHF | 100,00% | 100,00% |
19/09/2024 | 0,30% | 8,74 CHF | 8,75 CHF | 49 000 | 49 000 | 19 658 | 19 658 | 172 956 CHF | 173 330 CHF | 97,89% | 97,89% |
18/09/2024 | 0,32% | 8,49 CHF | 8,50 CHF | 51 000 | 51 000 | 20 469 | 20 469 | 169 788 CHF | 170 177 CHF | 99,19% | 99,19% |
12/09/2024 | 0,31% | 8,58 CHF | 8,59 CHF | 50 000 | 50 000 | 20 037 | 20 037 | 169 640 CHF | 170 023 CHF | 99,21% | 99,21% |
11/09/2024 | 0,35% | 7,77 CHF | 7,78 CHF | 54 000 | 54 000 | 22 153 | 22 153 | 166 821 CHF | 167 251 CHF | 99,76% | 99,76% |
10/09/2024 | 0,35% | 7,28 CHF | 7,29 CHF | 56 000 | 56 000 | 21 852 | 21 852 | 159 114 CHF | 159 527 CHF | 99,57% | 99,57% |