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 | 0,70% | 4,30 CHF | 4,33 CHF | 40 000 | 40 000 | 39 984 | 39 984 | 171 545 CHF | 172 745 CHF | 99,40% | 99,40% |
25/09/2024 | 0,81% | 3,75 CHF | 3,78 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 148 328 CHF | 149 528 CHF | 100,00% | 100,00% |
24/09/2024 | 0,81% | 3,60 CHF | 3,63 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 147 301 CHF | 148 501 CHF | 100,00% | 100,00% |
23/09/2024 | 0,77% | 3,89 CHF | 3,92 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 154 583 CHF | 155 783 CHF | 99,76% | 99,76% |
20/09/2024 | 0,78% | 3,79 CHF | 3,82 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 152 792 CHF | 153 992 CHF | 97,16% | 97,16% |
19/09/2024 | 0,87% | 3,52 CHF | 3,55 CHF | 40 000 | 40 000 | 39 942 | 39 942 | 137 633 CHF | 138 833 CHF | 98,93% | 98,93% |
18/09/2024 | 1,01% | 2,94 CHF | 2,97 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 117 660 CHF | 118 860 CHF | 100,00% | 100,00% |
12/09/2024 | 0,96% | 3,20 CHF | 3,23 CHF | 40 000 | 40 000 | 39 849 | 39 849 | 124 809 CHF | 126 009 CHF | 99,79% | 99,79% |
11/09/2024 | 1,08% | 2,67 CHF | 2,70 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 110 649 CHF | 111 849 CHF | 99,72% | 99,72% |
10/09/2024 | 1,04% | 2,79 CHF | 2,82 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 114 451 CHF | 115 651 CHF | 100,00% | 100,00% |