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 | 0,39% | 3,87 CHF | 3,88 CHF | 97 000 | 97 000 | 43 007 | 43 007 | 168 617 CHF | 169 174 CHF | 100,00% | 100,00% |
25/09/2024 | 0,39% | 3,95 CHF | 3,96 CHF | 96 000 | 96 000 | 42 586 | 42 586 | 169 059 CHF | 169 613 CHF | 99,31% | 99,31% |
24/09/2024 | 0,40% | 3,88 CHF | 3,89 CHF | 97 000 | 97 000 | 43 040 | 43 040 | 167 199 CHF | 167 756 CHF | 99,46% | 99,46% |
23/09/2024 | 0,39% | 3,89 CHF | 3,90 CHF | 96 000 | 96 000 | 42 990 | 42 990 | 168 516 CHF | 169 074 CHF | 99,90% | 99,90% |
20/09/2024 | 0,44% | 4,04 CHF | 4,05 CHF | 94 000 | 94 000 | 41 658 | 41 658 | 164 499 CHF | 165 054 CHF | 99,88% | 99,88% |
19/09/2024 | 0,40% | 3,79 CHF | 3,80 CHF | 98 000 | 98 000 | 41 881 | 41 881 | 160 772 CHF | 161 297 CHF | 97,60% | 97,60% |
18/09/2024 | 0,41% | 3,79 CHF | 3,80 CHF | 98 000 | 98 000 | 44 132 | 44 132 | 167 274 CHF | 167 848 CHF | 99,90% | 99,90% |
12/09/2024 | 0,39% | 4,02 CHF | 4,03 CHF | 95 000 | 95 000 | 42 589 | 42 589 | 170 502 CHF | 171 056 CHF | 99,98% | 99,98% |
11/09/2024 | 0,41% | 3,78 CHF | 3,79 CHF | 98 000 | 98 000 | 44 192 | 44 192 | 166 643 CHF | 167 219 CHF | 99,90% | 99,90% |
10/09/2024 | 0,41% | 3,80 CHF | 3,81 CHF | 98 000 | 98 000 | 44 082 | 44 082 | 168 081 CHF | 168 655 CHF | 100,00% | 100,00% |