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 | 0,63% | 4,52 CHF | 4,55 CHF | 25 000 | 25 000 | 24 695 | 24 296 | 111 802 CHF | 110 682 CHF | 98,32% | 98,32% |
25/09/2024 | 0,62% | 4,52 CHF | 4,54 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 112 581 CHF | 113 285 CHF | 99,51% | 99,51% |
24/09/2024 | 0,62% | 4,45 CHF | 4,47 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 110 439 CHF | 111 128 CHF | 100,00% | 100,00% |
23/09/2024 | 0,60% | 4,49 CHF | 4,52 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 111 141 CHF | 111 809 CHF | 100,00% | 100,00% |
20/09/2024 | 0,62% | 4,29 CHF | 4,32 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 110 207 CHF | 110 893 CHF | 89,67% | 89,67% |
19/09/2024 | 0,62% | 4,46 CHF | 4,49 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 109 917 CHF | 110 604 CHF | 99,34% | 99,34% |
18/09/2024 | 0,62% | 4,24 CHF | 4,27 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 106 707 CHF | 107 375 CHF | 98,78% | 98,78% |
12/09/2024 | 0,67% | 4,12 CHF | 4,14 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 102 822 CHF | 103 512 CHF | 98,40% | 98,40% |
11/09/2024 | 0,66% | 4,01 CHF | 4,04 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 101 244 CHF | 101 911 CHF | 84,12% | 84,12% |
10/09/2024 | 0,85% | 4,07 CHF | 4,10 CHF | 25 000 | 25 000 | 25 000 | 25 000 | 100 368 CHF | 101 226 CHF | 99,98% | 99,98% |