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 | 0,69% | 11,59 CHF | 11,62 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 367 220 CHF | 1 371 260 CHF | 100,00% | 100,00% |
25/09/2024 | 0,71% | 10,59 CHF | 10,62 CHF | 150 000 | 150 000 | 122 946 | 122 946 | 1 269 340 CHF | 1 273 380 CHF | 99,68% | 99,68% |
24/09/2024 | 0,72% | 10,25 CHF | 10,28 CHF | 150 000 | 150 000 | 123 049 | 123 049 | 1 251 760 CHF | 1 255 800 CHF | 100,00% | 100,00% |
23/09/2024 | 0,73% | 10,20 CHF | 10,23 CHF | 150 000 | 150 000 | 123 013 | 123 013 | 1 256 860 CHF | 1 260 900 CHF | 100,00% | 100,00% |
20/09/2024 | 0,73% | 10,03 CHF | 10,06 CHF | 150 000 | 150 000 | 123 007 | 123 007 | 1 245 940 CHF | 1 249 980 CHF | 100,00% | 100,00% |
19/09/2024 | 0,73% | 10,26 CHF | 10,29 CHF | 150 000 | 150 000 | 122 499 | 122 499 | 1 256 180 CHF | 1 260 220 CHF | 98,17% | 98,17% |
18/09/2024 | 0,74% | 10,08 CHF | 10,11 CHF | 150 000 | 150 000 | 123 003 | 123 003 | 1 225 930 CHF | 1 229 970 CHF | 100,00% | 100,00% |
12/09/2024 | 0,73% | 10,00 CHF | 10,03 CHF | 150 000 | 150 000 | 123 019 | 123 019 | 1 226 040 CHF | 1 230 080 CHF | 100,00% | 100,00% |
11/09/2024 | 0,78% | 10,00 CHF | 10,03 CHF | 150 000 | 150 000 | 122 857 | 122 857 | 1 196 030 CHF | 1 200 070 CHF | 99,79% | 99,79% |
10/09/2024 | 0,77% | 9,34 CHF | 9,37 CHF | 150 000 | 150 000 | 122 986 | 122 986 | 1 160 860 CHF | 1 164 900 CHF | 99,81% | 99,81% |