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 | 1,11% | 8,91 CHF | 9,01 CHF | 4 800 | 4 800 | 4 800 | 4 800 | 42 983 CHF | 43 463 CHF | 100,00% | 100,00% |
25/09/2024 | 1,12% | 8,28 CHF | 8,37 CHF | 5 600 | 5 600 | 5 589 | 5 589 | 44 671 CHF | 45 174 CHF | 100,00% | 100,00% |
24/09/2024 | 1,08% | 7,22 CHF | 7,30 CHF | 5 900 | 5 900 | 5 846 | 5 846 | 43 003 CHF | 43 471 CHF | 100,00% | 100,00% |
23/09/2024 | 1,13% | 7,10 CHF | 7,18 CHF | 6 000 | 6 000 | 6 012 | 6 012 | 42 260 CHF | 42 741 CHF | 100,00% | 100,00% |
20/09/2024 | 1,40% | 6,73 CHF | 6,83 CHF | 4 900 | 4 900 | 4 892 | 4 892 | 34 612 CHF | 35 101 CHF | 100,00% | 100,00% |
19/09/2024 | 0,94% | 8,51 CHF | 8,59 CHF | 5 800 | 5 800 | 5 820 | 5 820 | 49 311 CHF | 49 777 CHF | 98,19% | 98,19% |
18/09/2024 | 1,27% | 6,76 CHF | 6,85 CHF | 5 300 | 5 300 | 5 300 | 5 300 | 37 415 CHF | 37 892 CHF | 99,97% | 99,97% |
12/09/2024 | 1,06% | 6,45 CHF | 6,52 CHF | 6 900 | 6 900 | 6 887 | 6 887 | 45 205 CHF | 45 688 CHF | 99,98% | 99,98% |
11/09/2024 | 1,14% | 5,99 CHF | 6,06 CHF | 6 700 | 6 700 | 6 714 | 6 714 | 41 201 CHF | 41 671 CHF | 99,99% | 99,99% |
10/09/2024 | 1,09% | 6,11 CHF | 6,18 CHF | 6 700 | 6 700 | 6 660 | 6 660 | 42 542 CHF | 43 008 CHF | 99,98% | 99,98% |