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 | 1,75% | 0,59 CHF | 0,60 CHF | 407 400 | 407 400 | 176 052 | 176 052 | 101 503 CHF | 103 269 CHF | 99,99% | 99,99% |
25/09/2024 | 1,42% | 0,66 CHF | 0,67 CHF | 371 300 | 371 300 | 164 121 | 164 121 | 115 041 CHF | 116 687 CHF | 99,90% | 99,90% |
24/09/2024 | 1,39% | 0,74 CHF | 0,75 CHF | 362 800 | 362 800 | 158 001 | 158 001 | 116 887 CHF | 118 473 CHF | 99,80% | 99,80% |
23/09/2024 | 1,34% | 0,77 CHF | 0,78 CHF | 358 900 | 358 900 | 154 330 | 154 330 | 116 528 CHF | 118 074 CHF | 100,00% | 100,00% |
20/09/2024 | 1,33% | 0,82 CHF | 0,83 CHF | 373 000 | 373 000 | 159 382 | 159 382 | 122 236 CHF | 123 832 CHF | 100,00% | 100,00% |
19/09/2024 | 1,27% | 0,74 CHF | 0,75 CHF | 265 700 | 265 700 | 118 283 | 118 283 | 94 772 CHF | 95 963 CHF | 97,87% | 97,87% |
18/09/2024 | 1,12% | 0,92 CHF | 0,93 CHF | 303 900 | 303 900 | 132 275 | 132 275 | 120 421 CHF | 121 746 CHF | 99,18% | 99,18% |
12/09/2024 | 1,11% | 0,91 CHF | 0,92 CHF | 291 100 | 291 100 | 126 607 | 126 607 | 117 694 CHF | 118 966 CHF | 99,99% | 99,99% |
11/09/2024 | 1,00% | 1,17 CHF | 1,18 CHF | 237 400 | 237 400 | 96 217 | 96 217 | 111 733 CHF | 112 712 CHF | 99,74% | 99,74% |
10/09/2024 | 0,77% | 1,31 CHF | 1,32 CHF | 203 400 | 203 400 | 88 877 | 88 877 | 117 510 CHF | 118 400 CHF | 100,00% | 100,00% |